asus - Adaptive SURE Thresholding Using Side Information
Provides the ASUS procedure for estimating a high dimensional sparse parameter in the presence of auxiliary data that encode side information on sparsity. It is a robust data combination procedure in the sense that even when pooling non-informative auxiliary data ASUS would be at least as efficient as competing soft thresholding based methods that do not use auxiliary data. For more information, please see the paper Adaptive Sparse Estimation with Side Information by Banerjee, Mukherjee and Sun (JASA 2020).
Last updated 1 years ago
4.29 score 3 stars 13 scripts 674 downloadsfusionclust - Clustering and Feature Screening using L1 Fusion Penalty
Provides the Big Merge Tracker and COSCI algorithms for convex clustering and feature screening using L1 fusion penalty.
Last updated 4 years ago
3.78 score 1 stars 12 scripts 483 downloads