The flare Package for High Dimensional Linear Regression and Precision Matrix Estimation in R

27 June 2020

Papers citing "The flare Package for High Dimensional Linear Regression and Precision Matrix Estimation in R"

23 / 23 papers shown

Title
A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations Xiaofei Wu Zhimin Zhang Zhenyu Cui 47 3 0 21 Nov 2023
A dual semismooth Newton based augmented Lagrangian method for large-scale linearly constrained sparse group square-root Lasso problems Chengjing Wang Peipei Tang 36 3 0 27 Nov 2021
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity Zeyu Wu Cheng-Long Wang Weidong Liu 57 4 0 07 Jul 2021
A proximal-proximal majorization-minimization algorithm for nonconvex tuning-free robust regression problems Peipei Tang Chengjing Wang Bo Jiang 36 2 0 25 Jun 2021
Square Root Principal Component Pursuit: Tuning-Free Noisy Robust Matrix Recovery Junhui Zhang Jingkai Yan John N. Wright 78 6 0 17 Jun 2021
Penalized regression via the restricted bridge estimator B. Yüzbaşı M. Arashi F. Akdeniz 47 10 0 08 Oct 2019
Computing Estimators of Dantzig Selector type via Column and Constraint Generation Rahul Mazumder S. Wright Andrew Zheng 18 4 0 18 Aug 2019
Optimal Statistical Inference for Individualized Treatment Effects in High-dimensional Models Tianxi Cai Tony Cai Zijian Guo CML LM&MA 76 13 0 29 Apr 2019
A sparse semismooth Newton based proximal majorization-minimization algorithm for nonconvex square-root-loss regression problems Peipei Tang Chengjing Wang Defeng Sun Kim-Chuan Toh 23 22 0 27 Mar 2019
Solving L1-regularized SVMs and related linear programs: Revisiting the effectiveness of Column and Constraint Generation Antoine Dedieu Rahul Mazumder Haoyue Wang 33 8 0 06 Jan 2019
A Survey on Multi-output Learning Donna Xu Yaxin Shi Ivor W. Tsang Yew-Soon Ong Chen Gong Xiaobo Shen 49 5 0 02 Jan 2019
High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking Fan Wang S. Mukherjee S. Richardson S. Hill 132 34 0 02 Aug 2018
Bayesian Regularization for Graphical Models with Unequal Shrinkage Lingrui Gan N. Narisetty Feng Liang 49 64 0 06 May 2018
Nearly optimal Bayesian Shrinkage for High Dimensional Regression Qifan Song F. Liang 67 79 0 24 Dec 2017
Distributionally Robust Groupwise Regularization Estimator Jose H. Blanchet Yang Kang OOD 89 23 0 11 May 2017
Homotopy Parametric Simplex Method for Sparse Learning Haotian Pang R. Vanderbei Han Liu T. Zhao 21 0 0 04 Apr 2017
Robust Wasserstein Profile Inference and Applications to Machine Learning Jose H. Blanchet Yang Kang Karthyek Murthy OOD 136 331 0 18 Oct 2016
On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization Xingguo Li T. Zhao R. Arora Han Liu Mingyi Hong 70 15 0 10 Jul 2016
On Fast Convergence of Proximal Algorithms for SQRT-Lasso Optimization: Don't Worry About Its Nonsmooth Loss Function Xingguo Li Haoming Jiang Jarvis Haupt R. Arora Han Liu Mingyi Hong T. Zhao 48 11 0 25 May 2016
Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models Xin Ding Ziyi Qiu Xiaohui Chen 99 14 0 14 Apr 2016
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 428 21 0 16 Dec 2014
Median Selection Subset Aggregation for Parallel Inference Xiangyu Wang Peichao Peng David B. Dunson 184 23 0 24 Oct 2014
A Direct Estimation of High Dimensional Stationary Vector Autoregressions Fang Han Huanran Lu Han Liu 148 121 0 01 Jul 2013