Xingguo Li, Haoming Jiang, Jarvis D. Haupt, Raman Arora, Han Liu 0001, Mingyi Hong, Tuo Zhao. On Fast Convergence of Proximal Algorithms for SQRT-Lasso Optimization: Don't Worry About its Nonsmooth Loss Function. In Amir Globerson, Ricardo Silva, editors, Proceedings of the Thirty-Fifth Conference on Uncertainty in Artificial Intelligence, UAI 2019, Tel Aviv, Israel, July 22-25, 2019. pages 13, AUAI Press, 2019. [doi]
Abstract is missing.