A Gauss-Seidel Iterative Thresholding Algorithm for lq Regularized Least Squares Regression

Jinshan Zeng, Zhimin Peng, Shaobo Lin

In recent studies on sparse modeling, $l_q$ ($0<q<1$) regularized least squares regression ($l_q$LS) has received considerable attention due to its superiorities on sparsity-induci…