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README.md
In ADSIHT: Adaptive Double Sparse Iterative Hard Thresholding
ADSIHT
ADSIHT aims to solve the high-dimensional double sparse linear regression problem, that is, a combination of element-wise and group-wise sparsity.
In our paper, we show that our algorithm achieves the minimax optimality with fast linear convergence.
Installation
Installation of the ADSIHT package can be done directly from GitHub:
install.packages("remotes")
remotes::install_github("ADSIHT/ADSIHT")
References
Zhang Yanhang, Zhifan Li, and Jianxin Yin. "A minimax optimal approach to high-dimensional double sparse linear regression." arXiv preprint arXiv:2305.04182 (2023).
Contact
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ADSIHT documentation built on April 3, 2025, 9 p.m.
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ADSIHT
ADSIHT aims to solve the high-dimensional double sparse linear regression problem, that is, a combination of element-wise and group-wise sparsity.
In our paper, we show that our algorithm achieves the minimax optimality with fast linear convergence.
Installation
Installation of the ADSIHT package can be done directly from GitHub:
install.packages("remotes")
remotes::install_github("ADSIHT/ADSIHT")
References
Zhang Yanhang, Zhifan Li, and Jianxin Yin. "A minimax optimal approach to high-dimensional double sparse linear regression." arXiv preprint arXiv:2305.04182 (2023).
Contact
Please direct questions and comments to the issues page.
Try the ADSIHT package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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