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08/23/2021
StreaMRAK a Streaming Multi-Resolution Adaptive Kernel Algorithm
Kernel ridge regression (KRR) is a popular scheme for non-linear non-par...
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08/07/2019
Linear convergence and support recovery for non-convex multi-penalty regularization
We provide a comprehensive convergence study of the iterative multi-pena...
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02/24/2019
Nonlinear generalization of the single index model
Single index model is a powerful yet simple model, widely used in statis...
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10/11/2017
Adaptive multi-penalty regularization based on a generalized Lasso path
For many algorithms, parameter tuning remains a challenging and critical...
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01/13/2017