High-dimensional variable selection with reciprocal \(L_{1}\)-regularization (Q5367472)
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scientific article; zbMATH DE number 6790963
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| English | High-dimensional variable selection with reciprocal \(L_{1}\)-regularization |
scientific article; zbMATH DE number 6790963 |
Statements
High-Dimensional Variable Selection With Reciprocal <i>L</i><sub>1</sub>-Regularization (English)
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13 October 2017
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variable selection
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Lasso
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smoothly clipped absolute deviation (SCAD)
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penalized likelihood methods
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reciprocal Lasso
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stochastic approximation annealing
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0.8138495683670044
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0.8073047399520874
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0.7809447646141052
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0.7804874777793884
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0.7802488207817078
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