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A General Framework for Structured Sparsity via Proximal Optimization
General Framework Structured Sparsity Proximal Optimization
2011/7/7
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimi...
Sparsity considerations for dependent observations
Sparsity considerations dependent observations
2011/3/18
The aim of this paper is to provide a comprehensive introduction for the study of L1-penalized estimators in the context of dependent observations. We define a general $\ell_{1}$-penalized estimator f...