An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646)
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scientific article; zbMATH DE number 7192632
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| English | An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions |
scientific article; zbMATH DE number 7192632 |
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An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (English)
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23 April 2020
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continuation
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coordinate descent
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high-dimensional BIC
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ADMM
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SICA
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