# ADSIHT
`ADSIHT` aims to solve the high-dimensional double sparse linear regression problem, that is, a combination of element-wise and group-wise sparsity.
In our paper, we show that our algorithm achieves the minimax optimality with fast linear convergence.

## Installation
Installation of the `ADSIHT` package can be done directly from GitHub:
```
install.packages("remotes")
remotes::install_github("ADSIHT/ADSIHT")
```

## References
Zhang Yanhang, Zhifan Li, and Jianxin Yin. "A minimax optimal approach to high-dimensional double sparse linear regression." arXiv preprint arXiv:2305.04182 (2023).

## Contact
Please direct questions and comments to the [issues page](https://github.com/ADSIHT/ADSIHT/issues).
