Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression

DOI10.1016/J.CSDA.2007.11.007MaRDI QIDQ1023690zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Guo-Liang Tian, Man-Lai Tang, Hong-Bin Fang, Ming Tan

Publication date 12 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2352165

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)

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Cited in

(9)

• Favorability functions based on kernel density estimation for logistic models: a case study
• A novel variational Bayesian method for variable selection in logistic regression models
• Two algorithms for fitting constrained marginal models
• Double fused Lasso regularized regression with both matrix and vector valued predictors
• Lasso logistic regression, GSoft and the cyclic coordinate descent algorithm: application to gene expression data
• Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
• Quadratic lower-bound algorithm for maximum likelihood estimator of logistic regression on parameter and its application
• Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
• Model selection and parameter estimation of a multinomial logistic regression model

Describes a project that uses

Uses Software

• L-BFGS
• LBFGS-B
• L-BFGS-B
• bootstrap

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