GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7524011
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee |
scientific article; zbMATH DE number 7524011 |
Statements
GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (English)
0 references
10 May 2022
0 references
high-dimensional generalized linear models
0 references
sparse learning
0 references
\( \ell_0\)-penalty
0 references
support detection
0 references
estimation error
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8584408
0 references
0.85154027
0 references
0.8473319
0 references
0.8458171
0 references
0.8403381
0 references
0.83910847
0 references
0.83823264
0 references
0.8362599
0 references