no code implementations • 17 Dec 2020 • Pan Shang, Lingchen Kong
In this paper, we introduce the dual circumscribed sphere technique and propose a novel l1-norm quantile regression screening rule.
Methodology Optimization and Control
no code implementations • 17 Jul 2014 • Shenglong Zhou, Naihua Xiu, Ziyan Luo, Lingchen Kong
This paper aims at achieving a simultaneously sparse and low-rank estimator from the semidefinite population covariance matrices.
