Malgorzata Bogdan

Recent developments on Sorted L-One Penalized Estimation.

Sorted L-One Penalized Estimator is an extension of LASSO, which allows for a reduction of dimension by eliminating some of the model parameters as well as by making some of them equal to each other. In this talk we will present some of the recent developments on SLOPE, with the specific emphasis on the Adaptive Bayesian version of SLOPE and on the strong screening rule, which allows a substantial speeding up of the SLOPE algorithm.