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A Unified Primal Dual Active Set Algorithm for Nonconvex Sparse Recovery

Huang, J; Jiao, YL; Jin, BT; Liu, J; Lu, XL; Yang, C

Huang, J (corresponding author), Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA.

STATISTICAL SCIENCE, 2021; 36 (2): 215

Abstract

In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of pr......

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