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
    0 references
    0 references
    0 references
    0 references
    27 May 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references