HiQR: an efficient algorithm for high-dimensional quadratic regression with penalties

DOI10.1016/J.CSDA.2023.107904MaRDI QIDQ6554257zbMATH OpenFDO

Authors Cheng Wang, Haozhe Chen, Binyan Jiang

Publication date 12 June 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2023.107904

zbMATH Keywords

ADMMLASSOquadratic regressionridge regression

Mathematics Subject Classification ID

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

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Cites work

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• Efficient online and batch learning using forward backward splitting
• Group regularized estimation under structural hierarchy
• High-dimensional statistics. A non-asymptotic viewpoint
• Innovated interaction screening for high-dimensional nonlinear classification
• Interaction pursuit in high-dimensional multi-response regression via distance correlation
• Interaction screening for ultrahigh-dimensional data
• Model Selection and Estimation in Regression with Grouped Variables
• Model selection for high-dimensional quadratic regression via regularization
• OSQP: an operator splitting solver for quadratic programs
• Penalized interaction estimation for ultrahigh dimensional quadratic regression
• Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Structured variable selection and estimation
• The elements of statistical learning. Data mining, inference, and prediction
• Variable selection using adaptive nonlinear interaction structures in high dimensions
• Variable selection with the strong heredity constraint and its oracle property

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