Jun 27, 2020 · This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, \ell_q Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss ...

Abstract. This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, `q Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions ...

This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, lq Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions to gain ...

This paper describes an R package named flare , which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, ℓq Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions to gain ...

Abstract. This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, `q Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions ...

The developed solver is based on the alternating direction method of multipliers (ADMM), which is further accelerated by the multistage screening approach and the memory usage is optimized by using the sparse matrix output. This paper describes an R package named flare, which implements a family of new high ...

This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, ℓq Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions to gain ...

The package "flare" provides the implementation of a family of novel regression methods (Lasso,. Dantzig Selector, LAD Lasso, SQRT Lasso, Lq Lasso) and their extensions to sparse precision matrix estimation (TIGER and CLIME using L1) in high dimensions. We adopt the alternating direction method of multipliers and ...

Mar 1, 2015 · This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, ℓq Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss ...

This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, $\ell_q$ Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation (TIGER and CLIME). These methods exploit different nonsmooth loss functions to ...