14 citations · 37 across the 7 of their papers we have counts for
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math.OC2016
Perspective Functions: Proximal Calculus and Applications in High-Dimensional Statistics
Patrick L. Combettes, Christian L. Müller
Perspective functions arise explicitly or implicitly in various forms in applied mathematics and in statistical data analysis. To date, no systematic strategy is available to solve…
stat.ML2016★ 14 cited
Non-convex Global Minimization and False Discovery Rate Control for the TREX
Jacob Bien, Irina Gaynanova, Johannes Lederer +1
The TREX is a recently introduced method for performing sparse high-dimensional regression. Despite its statistical promise as an alternative to the lasso, square-root lasso, and s…