Software
- ParProx.jl
- Julia package for penalized logistic regression and Cox proportional hazard regression using the proximal gradient method developed for omics studies. Supports plain lasso and group lasso penalties (groups may overlap). [manual]
- dist_stat
- Python package distributed computation based on the distributed submodule of PyTorch. Supports distributed matrix data structure (
distmat) and operations. [tutorial]
- Python package distributed computation based on the distributed submodule of PyTorch. Supports distributed matrix data structure (
- OTSM.jl
- Julia package for orthogonal trace-sum maximization (with Hua Zhou)
- MatrixPerspective.jl
- Julia package for computing the proximity operator of the matrix perspective function
- Minkowski Projection
- MATLAB code and data archive for projection onto Minkowski sums of simple sets
- dist-primal-dual
- Python package for optimally accelerated primal-dual algorithms for convex composite optimization. Multi-GPU parallelization enabled (by Seyoon Ko)
- joint_estim
- MATLAB code repository for nonparametric Sharpe ratio function estimation in heteroscedastic regression models via convex optimization