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ADSIHT

Adaptive Double Sparse Iterative Hard Thresholding

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 <doi:10.48550/arXiv.2503.18722>.

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0.2.1 2026-04-09 windows/windows R-4.5 ADSIHT_0.2.1.zip 440.9 KiB

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