Jiawei Wen1, Songshan Yang2, Christina Dan Wang3

  • 1Meta Platforms Inc., 1 Hacker Way, Menlo Park, CA 94025, USA.

Journal of econometrics
|August 8, 2025
PubMed
概括

我们开发了一种新的三块ADMM算法,用于超高维的惩罚性定量回归 (PQR). 这种高效,可并行的方法克服了存储和可扩展性问题,在模拟和现实数据分析中超越现有算法.

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