Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337)

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Majorization minimization by coordinate descent for concave penalized generalized linear models
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    Majorization minimization by coordinate descent for concave penalized generalized linear models (English)
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    16 October 2015
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    logistic regression
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    \(p\gg n\) models
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    smoothly clipped absolute deviation penalty
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    minimax concave penalty
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    variable selection
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