Coordinate descent algorithms for lasso penalized regression
From MaRDI portal
Publication:2482976
zbMath1137.62045arXiv0803.3876MaRDI QIDQ2482976
Tong Tong Wu, Kenneth L. Lange
Publication date: 30 April 2008
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0803.3876
Related Items
Penalized and constrained LAD estimation in fixed and high dimension, Linearized alternating direction method of multipliers for sparse group and fused Lasso models, Hybrid safe-strong rules for efficient optimization in Lasso-type problems, A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data, Sparse matrix linear models for structured high-throughput data, Accelerated, Parallel, and Proximal Coordinate Descent, Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems, An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization, Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks, Sparse factor model for co-expression networks with an application using prior biological knowledge, Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization, A novel heuristic algorithm to solve penalized regression-based clustering model, A data-driven line search rule for support recovery in high-dimensional data analysis, Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization, Estimation of multivariate dependence structures via constrained maximum likelihood, A globally convergent algorithm for Lasso-penalized mixture of linear regression models, Sparse principal component regression for generalized linear models, Studies of the adaptive network-constrained linear regression and its application, The dual and degrees of freedom of linearly constrained generalized Lasso, A statistical framework for pathway and gene identification from integrative analysis, Variable selection based on squared derivative averages, Differential network inference via the fused D-trace loss with cross variables, Variable selection and regression analysis for graph-structured covariates with an application to genomics, Laplace Error Penalty-based Variable Selection in High Dimension, Structure learning of sparse directed acyclic graphs incorporating the scale-free property, Regularized 3D functional regression for brain image data via Haar wavelets, Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates, Coordinate descent algorithm for covariance graphical Lasso, A resampling approach for confidence intervals in linear time-series models after model selection, A classification-oriented dictionary learning model: explicitly learning the particularity and commonality across categories, Variable selection and estimation using a continuous approximation to the \(L_0\) penalty, Gene selection and prediction for cancer classification using support vector machines with a reject option, Regression on manifolds: estimation of the exterior derivative, Group coordinate descent algorithms for nonconvex penalized regression, Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data, A majorization-minimization approach to variable selection using spike and slab priors, Smoothing proximal gradient method for general structured sparse regression, Sparse least trimmed squares regression for analyzing high-dimensional large data sets, Inferring sparse Gaussian graphical models with latent structure, Thresholding-based iterative selection procedures for model selection and shrinkage, Sparse regression with exact clustering, Majorization-minimization algorithms for nonsmoothly penalized objective functions, Sparse directed acyclic graphs incorporating the covariates, Regularization for Cox's proportional hazards model with NP-dimensionality, Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression, A fast procedure for calculating importance weights in bootstrap sampling, High-dimensional Cox regression analysis in genetic studies with censored survival outcomes, Solution path clustering with adaptive concave penalty, Efficient LED-SAC sparse estimator using fast sequential adaptive coordinate-wise optimization (LED-2SAC), The sparse Laplacian shrinkage estimator for high-dimensional regression, Stochastic block-coordinate gradient projection algorithms for submodular maximization, Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function, Simultaneous estimation of quantile regression functions using B-splines and total variation penalty, SCAD penalized rank regression with a diverging number of parameters, Sparse regression: scalable algorithms and empirical performance, SICA for Cox's proportional hazards model with a diverging number of parameters, Selecting massive variables using an iterated conditional modes/medians algorithm, Model-based feature selection and clustering of RNA-seq data for unsupervised subtype discovery, On the complexity analysis of randomized block-coordinate descent methods, Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising, PUlasso: High-Dimensional Variable Selection With Presence-Only Data, Regularized Estimation and Feature Selection in Mixtures of Gaussian-Gated Experts Models, A Penalized Likelihood Approach for Bivariate Conditional Normal Models for Dynamic Co-expression Analysis, MLSLR: multilabel learning via sparse logistic regression, Parallel integrative learning for large-scale multi-response regression with incomplete outcomes, A new scope of penalized empirical likelihood with high-dimensional estimating equations, Advanced algorithms for penalized quantile and composite quantile regression, Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection, Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors, The group exponential lasso for bi-level variable selection, Nonconcave penalized composite conditional likelihood estimation of sparse Ising models, A fast algorithm for detecting gene-gene interactions in genome-wide association studies, Multicategory vertex discriminant analysis for high-dimensional data, Reconstructing DNA copy number by penalized estimation and imputation, Partial penalized empirical likelihood ratio test under sparse case, Parametric and semiparametric reduced-rank regression with flexible sparsity, Outlier detection under a covariate-adjusted exponential regression model with censored data, Robust and sparse multigroup classification by the optimal scoring approach, Penalized Estimation of Directed Acyclic Graphs From Discrete Data, Efficient computation for differential network analysis with applications to quadratic discriminant analysis, New cyclic sparsity measures for deconvolution based on convex relaxation, ROS regression: integrating regularization with optimal scaling regression, Clustering of subsample means based on pairwise L1 regularized empirical likelihood, Faster subgradient methods for functions with Hölderian growth, APPLE: approximate path for penalized likelihood estimators, Majorization minimization by coordinate descent for concave penalized generalized linear models, Kernel density regression, Group variable selection in the Andersen-Gill model for recurrent event data, Sparse principal component regression via singular value decomposition approach, Coordinate majorization descent algorithm for nonconvex penalized regression, A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data, A Multilevel Framework for Sparse Optimization with Application to Inverse Covariance Estimation and Logistic Regression, Optimization in High Dimensions via Accelerated, Parallel, and Proximal Coordinate Descent, Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects, Super-resolution for doubly-dispersive channel estimation, Sparse methods for automatic relevance determination, Group penalized quantile regression, Variable selection and estimation in generalized linear models with the seamless ${\it L}_{{\rm 0}}$ penalty, LASSO for streaming data with adaptative filtering, A second-order method for strongly convex \(\ell _1\)-regularization problems, A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection, An empirical threshold of selection probability for analysis of high-dimensional correlated data, Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure, Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression, A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator, Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study, Sparsely restricted penalized estimators, Review of Bayesian selection methods for categorical predictors using JAGS, Convex biclustering, Cyclic Coordinate Dual Averaging with Extrapolation, Model-Based Clustering of High-Dimensional Longitudinal Data via Regularization, Sparsity promoting decentralized learning strategies for radio tomographic imaging using consensus based ADMM approach, A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty, Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization, An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso, Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs, A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming, Unnamed Item, Fast Construction of Optimal Composite Likelihoods, Robust supervised learning with coordinate gradient descent, A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems, Locally Sparse Function-on-Function Regression, Sparse alternatives to ridge regression: a random effects approach, Confidence Intervals for Sparse Penalized Regression With Random Designs, Unnamed Item, On the complexity of parallel coordinate descent, Multiple Self‐Controlled Case Series for Large‐Scale Longitudinal Observational Databases, Unnamed Item, Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors, A fast unified algorithm for solving group-lasso penalize learning problems, Structured sparsity through convex optimization, A selective review of group selection in high-dimensional models, Functional logistic regression: a comparison of three methods, The sliding Frank–Wolfe algorithm and its application to super-resolution microscopy, Model Selection for High-Dimensional Quadratic Regression via Regularization, Maximum Likelihood Estimation Over Directed Acyclic Gaussian Graphs, Hierarchical models for multiple, rare outcomes using massive observational healthcare databases, Conducting sparse feature selection on arbitrarily long phrases in text corpora with a focus on interpretability, A coordinate majorization descent algorithm for ℓ1penalized learning, Nested coordinate descent algorithms for empirical likelihood, Robust regression for highly corrupted response by shifting outliers, Model-averaged ℓ1regularization using Markov chain Monte Carlo model composition, Exponential regression for censored data with outliers, cmenet: A New Method for Bi-Level Variable Selection of Conditional Main Effects, Unnamed Item, Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion, Mixed Lasso estimator for stochastic restricted regression models, Prediction of tumour pathological subtype from genomic profile using sparse logistic regression with random effects
