Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
From MaRDI portal
Publication:58075
DOI10.1214/10-AOAS388zbMath1220.62095arXiv1104.2748OpenAlexW3106108064WikidataQ39020286 ScholiaQ39020286MaRDI QIDQ58075
Patrick Breheny, Jian Huang, Patrick Breheny, Jian Huang
Publication date: 1 March 2011
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.2748
Related Items (only showing first 100 items - show all)
Stable prediction in high-dimensional linear models ⋮ Adaptive and reversed penalty for analysis of high-dimensional correlated data ⋮ Penalized variable selection in competing risks regression ⋮ A two-step randomized Gauss-Seidel method for solving large-scale linear least squares problems ⋮ Global solutions to folded concave penalized nonconvex learning ⋮ Solving norm constrained portfolio optimization via coordinate-wise descent algorithms ⋮ Screening active factors in supersaturated designs ⋮ Estimation of an oblique structure via penalized likelihood factor analysis ⋮ \(\ell_0\)-regularized high-dimensional accelerated failure time model ⋮ Asymptotic properties of lasso in high-dimensional partially linear models ⋮ A new double-regularized regression using Liu and Lasso regularization ⋮ GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee ⋮ An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data ⋮ The benefit of group sparsity in group inference with de-biased scaled group Lasso ⋮ Designing penalty functions in high dimensional problems: the role of tuning parameters ⋮ Variable selection via generalized SELO-penalized linear regression models ⋮ Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States ⋮ Graph regularized nonnegative matrix factorization for temporal link prediction in dynamic networks ⋮ Bias versus non-convexity in compressed sensing ⋮ A data-driven line search rule for support recovery in high-dimensional data analysis ⋮ Penalized principal logistic regression for sparse sufficient dimension reduction ⋮ Variable selection and parameter estimation with the Atan regularization method ⋮ Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature ⋮ Identification of proportionality structure with two-part models using penalization ⋮ Estimation of multivariate dependence structures via constrained maximum likelihood ⋮ Removing the singularity of a penalty via thresholding function matching ⋮ A globally convergent algorithm for nonconvex optimization based on block coordinate update ⋮ Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression ⋮ A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs ⋮ Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates ⋮ Coordinate descent algorithm for covariance graphical Lasso ⋮ Nearly optimal Bayesian shrinkage for high-dimensional regression ⋮ Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model ⋮ A penalized likelihood method for structural equation modeling ⋮ Variable selection and estimation using a continuous approximation to the \(L_0\) penalty ⋮ A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression ⋮ Non-convex penalized estimation in high-dimensional models with single-index structure ⋮ A coordinate descent algorithm for computing penalized smooth quantile regression ⋮ Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation ⋮ High-dimensional sparse portfolio selection with nonnegative constraint ⋮ Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator ⋮ The sparse Laplacian shrinkage estimator for high-dimensional regression ⋮ A novel variational Bayesian method for variable selection in logistic regression models ⋮ Simultaneous estimation of quantile regression functions using B-splines and total variation penalty ⋮ Sparse regression: scalable algorithms and empirical performance ⋮ A discussion on practical considerations with sparse regression methodologies ⋮ Concave group methods for variable selection and estimation in high-dimensional varying coefficient models ⋮ SICA for Cox's proportional hazards model with a diverging number of parameters ⋮ Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension ⋮ Optimal computational and statistical rates of convergence for sparse nonconvex learning problems ⋮ Selecting massive variables using an iterated conditional modes/medians algorithm ⋮ Variable selection via generalized SELO-penalized Cox regression models ⋮ Portal nodes screening for large scale social networks ⋮ Convex and non-convex regularization methods for spatial point processes intensity estimation ⋮ Variable selection in the Box-Cox power transformation model ⋮ Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide ⋮ I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error ⋮ glmmPen ⋮ Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials ⋮ The group exponential lasso for bi-level variable selection ⋮ MM for penalized estimation ⋮ Partial penalized empirical likelihood ratio test under sparse case ⋮ On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics ⋮ Sparse factor regression via penalized maximum likelihood estimation ⋮ Outlier detection under a covariate-adjusted exponential regression model with censored data ⋮ Endogeneity in high dimensions ⋮ A note on the one-step estimator for ultrahigh dimensionality ⋮ Robust network-based analysis of the associations between (epi)genetic measurements ⋮ Broken adaptive ridge regression and its asymptotic properties ⋮ A unified primal dual active set algorithm for nonconvex sparse recovery ⋮ The horseshoe-like regularization for feature subset selection ⋮ Variable selection after screening: with or without data splitting? ⋮ Multiple choice from competing regression models under multicollinearity based on standardized update ⋮ A modified local quadratic approximation algorithm for penalized optimization problems ⋮ High-dimensional variable selection via low-dimensional adaptive learning ⋮ Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling ⋮ An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems ⋮ Penalized estimation in additive varying coefficient models using grouped regularization ⋮ APPLE: approximate path for penalized likelihood estimators ⋮ Majorization minimization by coordinate descent for concave penalized generalized linear models ⋮ High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking ⋮ ncvreg ⋮ Gauss-Seidel method with oblique direction ⋮ Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models ⋮ Penalized empirical likelihood for the sparse Cox regression model ⋮ Sparse classification: a scalable discrete optimization perspective ⋮ Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case ⋮ Broken adaptive ridge regression for right-censored survival data ⋮ Fast feature selection via streamwise procedure for massive data ⋮ Smoothly adaptively centered ridge estimator ⋮ Marginalized Lasso in sparse regression ⋮ Linear hypothesis testing for high dimensional generalized linear models ⋮ Group penalized quantile regression ⋮ On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization ⋮ High-dimensional linear regression with hard thresholding regularization: theory and algorithm ⋮ Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models ⋮ Visualization and assessment of model selection uncertainty ⋮ Variable selection and estimation for semi-parametric multiple-index models ⋮ Selection of mixed copula for association modeling with tied observations ⋮ Sparse estimation via nonconcave penalized likelihood in factor analysis model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Heuristics of instability and stabilization in model selection
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Coordinate descent algorithms for lasso penalized regression
- Ideal spatial adaptation by wavelet shrinkage
- Understanding WaveShrink: variance and bias estimation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Convergence of a block coordinate descent method for nondifferentiable minimization
This page was built for publication: Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
