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May 2017

STOR Colloquium: Jong-Shi Pang, U. of Southern California

May 3 @ 3:30 pm - 4:30 pm

Jong-Shi Pang University of Southern California Title:     Structural Properties of Affine Sparsity Constraints   Abstract:   We introduce a new constraint system for sparse variable selection in statistical learning.   Such a system arises when there are logical conditions on the sparsity of certain unknown model parameters that need to be incorporated into their selection process.  Formally, extending a cardinality constraint, an affine sparsity constraint (ASC) is defined by a linear inequality with two sets of variables: one set of continuous variables…

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