Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Majorization minimization by coordinate descent for concave penalized generalized linear models |
scientific article |
Statements
Majorization minimization by coordinate descent for concave penalized generalized linear models (English)
0 references
16 October 2015
0 references
logistic regression
0 references
\(p\gg n\) models
0 references
smoothly clipped absolute deviation penalty
0 references
minimax concave penalty
0 references
variable selection
0 references
