GSDAR: a fast Newton algorithm for _0 regularized generalized linear models with statistical guarantee
From MaRDI portal
Publication:2135875
Recommendations
- Generalized Newton-Raphson algorithm for high dimensional LASSO regression
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A scalable quasi-Newton estimation algorithm for dynamic generalised linear models
- \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models
- Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization
- Robust and sparse regression in generalized linear model by stochastic optimization
- A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors
- Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models
- Fast global convergence of gradient methods for high-dimensional statistical recovery
Cites work
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A nonsmooth version of Newton's method
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Adapting to unknown sparsity by controlling the false discovery rate
- Calibrating nonconvex penalized regression in ultra-high dimension
- Complexity of unconstrained \(L_2 - L_p\) minimization
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Extended BIC for small-n-large-P sparse GLM
- Gaussian model selection
- Generalized linear models
- Gradient methods for minimizing composite functions
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Group Sparse Recovery via the \ell ^0(\ell ^2) Penalty: Theory and Algorithm
- High-dimensional generalized linear models and the lasso
- scientific article; zbMATH DE number 6982301 (Why is no real title available?)
- scientific article; zbMATH DE number 6982922 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Modified versions of the Bayesian information criterion for sparse generalized linear models
- Nearly unbiased variable selection under minimax concave penalty
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Phenotypes and genotypes. The search for influential genes
- Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls
- Regularization and Variable Selection Via the Elastic Net
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
- Sparse Approximate Solutions to Linear Systems
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Group Lasso for Logistic Regression
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(12)- GSDAR
- \(\ell_0\)-regularized high-dimensional accelerated failure time model
- A data-driven line search rule for support recovery in high-dimensional data analysis
- A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression
- A neutral comparison of algorithms to minimize L₀ penalties for high-dimensional variable selection
- Bias-enhanced support detection and root finding approach
- Feature screening for case-cohort studies in the presence of interval censoring
- Advanced algorithm for parameters estimation of negative binomial distribution with high dimensional sparse group structure
- A communication-efficient method for generalized linear regression with ℓ 0 regularization
- L 0 -regularized high-dimensional sparse multiplicative models
- Robust \(\ell_{2,0}\)-penalized rank regression for high-dimensional group selection
- SDFPI: Efficient L 0 variable selection for Cox’s proportional hazards model
This page was built for publication: GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2135875)
