ADMM for Sparse-Penalized Quantile Regression with Non-Convex Penalties

Reza Mirzaeifard, Naveen K. D. Venkategowda, Vinay Chakravarthi Gogineni, Stefan Werner 0001. ADMM for Sparse-Penalized Quantile Regression with Non-Convex Penalties. In 30th European Signal Processing Conference, EUSIPCO 2022, Belgrade, Serbia, August 29 - Sept. 2, 2022. pages 2046-2050, IEEE, 2022. [doi]

Abstract

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