A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso

DOI10.1016/J.CSDA.2018.03.006MaRDI QIDQ1662870zbMATH OpenOpenAlexWikidataFDO

Authors Xingjie Shi, Yuan Huang, Jian Huang, Shuangge Ma

Publication date 20 August 2018

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

Full work available at URL http://europepmc.org/articles/pmc6181148

zbMATH Keywords

penalizationadaptive Lassoforward and backward stagewisenonconvex loss

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 5957506 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• A semiparametric approach for the nonparametric transformation survival model with multiple covariates
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Forward stagewise regression and the monotone lasso
• Introduction to Genetic Algorithms
• Least angle regression. (With discussion)
• NESTA: A fast and accurate first-order method for sparse recovery
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Pathwise coordinate optimization
• Penalised variable selection with U-estimates
• Rank estimators for monotonic index models
• Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
• Smoothed rank correlation of the linear transformation regression model
• Statistics for high-dimensional data. Methods, theory and applications.
• The Lasso problem and uniqueness

Cited in

(7)

• A General Framework for Identifying Hierarchical Interactions and Its Application to Genomics Data
• A new self-adaptive CQ algorithm with an application to the LASSO problem
• Marginal false discovery rate for a penalized transformation survival model
• False discovery rate control for high-dimensional Cox model with uneven data splitting
• A penalised bootstrap estimation procedure for the explained Gini coefficient
• Sparse Laplacian shrinkage for nonparametric transformation survival model
• Default risk prediction and feature extraction using a penalized deep neural network

Describes a project that uses

Uses Software

• GA
• NESTA

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