Accelerated Path-Following Iterative Shrinkage Thresholding Algorithm With Application to Semiparametric Graph Estimation
نویسندگان
چکیده
منابع مشابه
Accelerated Path-following Iterative Shrinkage Thresholding Algorithm with Application to Semiparametric Graph Estimation.
We propose an accelerated path-following iterative shrinkage thresholding algorithm (APISTA) for solving high dimensional sparse nonconvex learning problems. The main difference between APISTA and the path-following iterative shrinkage thresholding algorithm (PISTA) is that APISTA exploits an additional coordinate descent subroutine to boost the computational performance. Such a modification, t...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2016
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2016.1164533