@inproceedings{9b036cb0d89c44e38a9a6bef6be06103,
title = "High-Dimensional Function-on-Scale Regression via the Alternating Direction Method of Multipliers",
abstract = "In [10] and [16], we proposed tools for simultaneous variable selection and parameter estimation in a functional linear model with a functional outcome and a large number of scalar predictor. We call these techniques Function-on-Scalar Lasso (FSL) and Adaptive Function-on-Scalar Lasso(AFSL). A scalar group lasso was used to fit the FSL and AFSL estimates. While this approach works well, we improve it by producing custom ADMM methods which are specifically designed for functional data. We propose this new framework as a computational tool for finding FSL estimates. Through our numerical studies, we demonstrate the computational improvement of our methodology.",
author = "Zhaohu Fan and Matthew Reimherr",
year = "2016",
month = oct,
day = "31",
doi = "10.1109/ICISCE.2016.93",
language = "English (US)",
series = "Proceedings - 2016 3rd International Conference on Information Science and Control Engineering, ICISCE 2016",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "397--399",
editor = "Shaozi Li and Yun Cheng and Ying Dai",
booktitle = "Proceedings - 2016 3rd International Conference on Information Science and Control Engineering, ICISCE 2016",
address = "United States",
note = "3rd International Conference on Information Science and Control Engineering, ICISCE 2016 ; Conference date: 08-07-2016 Through 10-07-2016",
}