Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Majorization-minimization algorithms for nonsmoothly penalized objective functions |
scientific article |
Statements
Majorization-minimization algorithms for nonsmoothly penalized objective functions (English)
0 references
27 May 2013
0 references
convex optimization
0 references
iterative soft thresholding
0 references
lasso penalty
0 references
minimax concave penalty
0 references
non-convex optimization
0 references
smoothly clipped absolute deviation penalty
0 references
goodness-of-fit
0 references
negative loglikelihood
0 references
algorithm
0 references
regression models
0 references
expectation and maximization (EM) algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references