Smoothing ADMM for Sparse-Penalized Quantile Regression with Non-Convex Penalties.
Reza MirzaeifardNaveen K. D. VenkategowdaVinay Chakravarthi GogineniStefan WernerPublished in: CoRR (2023)
Keyphrases
- quantile regression
- least squares
- convex optimization
- alternating direction method of multipliers
- cross validated
- basis pursuit
- total variation regularization
- augmented lagrangian method
- total variation
- high dimensional
- convex relaxation
- response variable
- linear regression
- cross validation
- optical flow
- loss function
- low rank matrix
- model selection
- maximum likelihood
- denoising
- bayesian networks