L-One Penalized Estimation (SLOPE) problem. Our method leverages the concept of “safe
screening", well studied in the literature for group-separable sparsity-inducing norms, and
aims ato identify the zeros in the solution of SLOPE. More specifically, we derive a set of
inequalities for each element of the-dimensional primal vector and prove that the latter can
be safely screened if some subsets of these inequalities are verified. We propose moreover …