کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416284 681324 2015 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Finding Dantzig selectors with a proximity operator based fixed-point algorithm
ترجمه فارسی عنوان
پیدا کردن انتخابگرهای دانتزیگ با یک الگوریتم ثابت نقطه اپراتوری مبتنی بر نزدیک
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
چکیده انگلیسی

A simple iterative method for finding the Dantzig selector, designed for linear regression problems, is introduced. The method consists of two stages. The first stage approximates the Dantzig selector through a fixed-point formulation of solutions to the Dantzig selector problem; the second stage constructs a new estimator by regressing data onto the support of the approximated Dantzig selector. The proposed method is compared to an alternating direction method. The results of numerical simulations using both the proposed method and the alternating direction method on synthetic and real-world data sets are presented. The numerical simulations demonstrate that the two methods produce results of similar quality; however the proposed method tends to be significantly faster.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 90, October 2015, Pages 36–46
نویسندگان
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