Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (Q2809588)

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scientific article; zbMATH DE number 6587377
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    Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling
    scientific article; zbMATH DE number 6587377

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      Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (English)
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      30 May 2016
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      coordinate descent algorithm
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      dimension reduction
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      high-dimensional data
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      \(L_{1}\)-type regularization
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      robust regression modeling
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