Solving high-dimensional double sparse linear regression via an iterative hard thresholding algorithm. Furthermore, the method is extended to jointly estimate multiple graphical models. For more details, please see https://www.jmlr.org/papers/v25/23-0653.html and tools:::Rd_expr_doi("10.48550/arXiv.2503.18722").
Maintainer: Yanhang Zhang zhangyh98@ruc.edu.cn
Authors:
Zhifan Li zhifanli@bimsa.cn
Jianxin Yin jyin@ruc.edu.cn
Shixiang Liu liushixiang_stat@ruc.edu.cn
Lingren Kong lingrenkong@ruc.edu.cn