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$\ell _{1}$ℓ1-Norm Quantile Regression Screening Rule via the Dual Circumscribed Sphere.
Pan Shang
Lingchen Kong
Published in:
IEEE Trans. Pattern Anal. Mach. Intell. (2022)
Keyphrases
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quantile regression
ell norm
least squares
cross validated
low rank
response variable
cross validation
regression model
closed form
linear combination
convex optimization
primal dual