Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models
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Publication:1659358
DOI10.1016/j.csda.2015.11.009zbMath1468.62139arXiv1405.4225OpenAlexW1692493726MaRDI QIDQ1659358
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.4225
Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)
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