A scalable quasi-Newton estimation algorithm for dynamic generalised linear models

DOI10.1080/10485252.2022.2085263MaRDI QIDQ5051332zbMATH OpenOpenAlexFDO

Authors Guangbao Guo, Guoqi Qian, Li-Xing Zhu

Publication date 23 November 2022

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2022.2085263

zbMATH Keywords

high dimensionquasi-Newton methodpenalised quasi-likelihooddynamic generalised linear modelsscalable statistical computing

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric inference (62G99)

Cites work

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Cited in

(1)

• GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee

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