A Parallel Algorithm for Large-Scale Nonconvex Penalized Quantile Regression

Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems

(2016) Mingyi Hong et al.   SIAM JOURNAL ON OPTIMIZATION

An Iterative Coordinate Descent Algorithm for High-Dimensional Nonconvex Penalized Quantile Regression

(2015) Bo Peng et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Global Convergence of Splitting Methods for Nonconvex Composite Optimization

(2015) Guoyin Li et al.   SIAM JOURNAL ON OPTIMIZATION

Model Selection via Bayesian Information Criterion for Quantile Regression Models

(2013) Eun Ryung Lee et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

(2012) Lan Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   ANNALS OF STATISTICS

ℓ1-penalized quantile regression in high-dimensional sparse models

(2010) Alexandre Belloni et al.   ANNALS OF STATISTICS

MapReduce

(2008) Jeffrey Dean et al.   COMMUNICATIONS OF THE ACM