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K-level-SLOPE

This repo is for our paper published at AISTATS:

Efficient designs of slope penalty sequences in finite dimension (http://proceedings.mlr.press/v130/zhang21k/zhang21k.pdf)

For real datasets, Alzheimer’s Disease Neuroimaging Initiative (ADNI) is obtained through adni.loni.usc.edu, and ASCVD is obtained using the single nucleotide polymorphisms and metabolomics data from the Emory/Georgia Tech Predictive Health Institute.

Citation

@inproceedings{zhang2021efficient,
  title={Efficient designs of slope penalty sequences in finite dimension},
  author={Zhang, Yiliang and Bu, Zhiqi},
  booktitle={International Conference on Artificial Intelligence and Statistics},
  pages={3277--3285},
  year={2021},
  organization={PMLR}
}

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