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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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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