Penalized Quantile Regression for Distributed Big Data Using the Slack Variable Representation (Q5066441)

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scientific article; zbMATH DE number 7499901
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Penalized Quantile Regression for Distributed Big Data Using the Slack Variable Representation
scientific article; zbMATH DE number 7499901

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    Penalized Quantile Regression for Distributed Big Data Using the Slack Variable Representation (English)
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    29 March 2022
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    ADMM
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    big data
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    nonconvex penalty
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    quantile regression
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