Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing

Zhiqi Bu, Jason Klusowski, Cynthia Rush, Weijie Su. Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 9361-9371, 2019. [doi]

Abstract

Abstract is missing.