Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing

Zhiqi Bu, Jason M. Klusowski, Cynthia Rush, Weijie J. Su. Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing. IEEE Transactions on Information Theory, 67(1):506-537, 2021. [doi]

@article{BuKRS21,
  title = {Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing},
  author = {Zhiqi Bu and Jason M. Klusowski and Cynthia Rush and Weijie J. Su},
  year = {2021},
  doi = {10.1109/TIT.2020.3025272},
  url = {https://doi.org/10.1109/TIT.2020.3025272},
  researchr = {https://researchr.org/publication/BuKRS21},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Information Theory},
  volume = {67},
  number = {1},
  pages = {506-537},
}