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Group sparse optimization via .p;q regularisation
【2014.8.5 3:30pm, Z311】

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 2014-8-4 

  Colloquia & Seminars 

  Speaker

Dr.Yaohua Hu,The Hong Kong Polytechnic University 

  Title

Group sparse optimization via .p;q regularisation  

  Time

2014.8.5 3:30pm

  Venue

Z311

  Abstract

In this paper, we investigate the theoretical properties and design an efficient numerical algorithm for the .p;q regularization of group sparse optimization. We introduce the group restricted eigenvalue condition, and apply it to establish the oracle result and recovery bound for the .p;q regularization problem. We also apply the proximal gradient method to solve the .p;q regularization problem and obtain analytical formulae for some specific .p;q regularizations. Finally, we present some numerical results on both simulated data and real data in gene transcriptional regulation to demonstrate the performance of the proposed algorithm. 

  Affiliation

 

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