Stochastic optimization and sparse statistical recovery: An optimal algorithm for high dimensions

18 July 2012

Papers citing "Stochastic optimization and sparse statistical recovery: An optimal algorithm for high dimensions"

2 / 2 papers shown

Title
Doubly Accelerated Stochastic Variance Reduced Dual Averaging Method for Regularized Empirical Risk Minimization Tomoya Murata Taiji Suzuki OffRL 25 28 0 01 Mar 2017
High-dimensional generalized linear models and the lasso Sara van de Geer 189 749 0 04 Apr 2008