“…First, it was shown in several works that, for some proper choices of parameters γ k 's, SLOPE promotes sparse solutions with some form of "clustering" 2 of the nonzero coefficients, see e.g., [7,20,28,36]. This feature has been exploited in many application domains: portfolio optimization [29,43], genetics [25], magnetic-resonance imaging [15], subspace clustering [35], deep neural networks [45], etc. Moreover, it has been pointed out in a series of works that SLOPE has very good statistical properties: it leads to an improvement of the false detection rate (as compared to LASSO) for moderately-correlated dictionaries [6,24] and is minimax optimal in some asymptotic regimes, see [31,37].…”