Search Results for author:
Found 3 papers, 3 papers with code
Iterative Hard Thresholding for Model Selection in Genome-Wide Association Studies
This paper introduces the iterative hard thresholding (IHT) algorithm to the GWAS analysis of continuous traits.
Proximal Distance Algorithms: Theory and Examples
If $f(\boldsymbol{x})$ is the loss function, and $C$ is the constraint set in a constrained minimization problem, then the proximal distance principle mandates minimizing the penalized loss $f(\boldsymbol{x})+\frac{\rho}{2}\mathop{dist}(x, C)^2$ and following the solution $\boldsymbol{x}_{\rho}$ to its limit as $\rho$ tends to $\infty$.
Optimization and Control 90C59, 90C26, 65K05
The proximal distance algorithm
For convex programming subject to nonsmooth constraints, one can combine an exact penalty method with distance majorization to create versatile algorithms that are effective even in discrete optimization.
Optimization and Control Data Structures and Algorithms
