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 of the ADSIHT package can be done directly
from GitHub:
install.packages("remotes")
remotes::install_github("ADSIHT/ADSIHT")
Zhang Yanhang, Zhifan Li, and Jianxin Yin. “A minimax optimal approach to high-dimensional double sparse linear regression.” arXiv preprint arXiv:2305.04182 (2023).
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