High-Dimensional Variable Selection With Reciprocal <i>L</i><sub>1</sub>-Regularization (Q5367472)

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scientific article; zbMATH DE number 6790963
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High-Dimensional Variable Selection With Reciprocal <i>L</i><sub>1</sub>-Regularization
scientific article; zbMATH DE number 6790963

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    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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