SLOPE-adaptive variable selection via convex optimization (Q902886)

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scientific article; zbMATH DE number 6525980
  • SLOPE - Adaptive variable selection via convex optimization
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    SLOPE-adaptive variable selection via convex optimization
    scientific article; zbMATH DE number 6525980
    • SLOPE - Adaptive variable selection via convex optimization

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    SLOPE-adaptive variable selection via convex optimization (English)
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    4 January 2016
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    14 July 2014
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    sparse regression
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    variable selection
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    false discovery rate
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    Lasso
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    sorted \(\ell_{1}\) penalized estimation (SLOPE)
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    stat.ME
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