An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879)
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scientific article; zbMATH DE number 6996500
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| English | An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data |
scientific article; zbMATH DE number 6996500 |
Statements
An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (English)
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21 December 2018
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alternating direction method of multipliers
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coordinate descent
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continuation
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high-dimensional BIC
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minimax concave penalty
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penalized least squares
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0.8164336681365967
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0.8149229884147644
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0.7914659976959229
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0.766011118888855
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0.7583742141723633
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