Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration

DOI10.1088/1751-8121/AB3E89OpenAlexW3105359167MaRDI QIDQ5059117

Tomoyuki Obuchi, Ayaka Sakata

Publication date: 23 December 2022

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.10375

zbMATH Keywords

replica methodcross-validationnonconvex penaltycompressed sensingsparse linear regression

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

Related Items (2)

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Uses Software

• glmnet
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Cites Work

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