pISTA: Preconditioned Iterative Soft Thresholding Algorithm for Graphical Lasso.

Gal Shalom Eran Treister Irad Yavneh

Published in: SIAM J. Sci. Comput. (2024)

Keyphrases

thresholding algorithm
iterative methods
variable selection
feature selection
multiscale
multi objective
least squares
sparse representation
linear regression
real time
neural network
learning algorithm
model selection