SLOPE-adaptive variable selection via convex optimization (Q902886): Difference between revisions

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scientific article; zbMATH DE number 6525980
  • SLOPE - Adaptive variable selection via convex optimization
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English
SLOPE-adaptive variable selection via convex optimization
scientific article; zbMATH DE number 6525980
  • SLOPE - Adaptive variable selection via convex optimization

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SLOPE-adaptive variable selection via convex optimization (English)
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4 January 2016
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14 July 2014
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sparse regression
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variable selection
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false discovery rate
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Lasso
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sorted \(\ell_{1}\) penalized estimation (SLOPE)
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stat.ME
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