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Ordered Weighted L1 Regularized Regression with Strongly Correlated Covariates: Theoretical Aspects

Mário A. T. Figueiredo, Robert D. Nowak. Ordered Weighted L1 Regularized Regression with Strongly Correlated Covariates: Theoretical Aspects. In Arthur Gretton, Christian C. Robert, editors, Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, AISTATS 2016, Cadiz, Spain, May 9-11, 2016. Volume 51 of JMLR Workshop and Conference Proceedings, pages 930-938, JMLR.org, 2016. [doi]

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Mário A. T. Figueiredo

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Robert D. Nowak

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