Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling

DOI10.1080/03610918.2013.854910zbMATH Open1341.62220OpenAlexW2031496989MaRDI QIDQ2809588FDOQ2809588

Authors: Heewon Park, Sadanori Konishi 

Publication date: 30 May 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.854910

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zbMATH Keywords

dimension reductionhigh-dimensional datacoordinate descent algorithm\(L_{1}\)-type regularizationrobust regression modeling

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Robust Linear Model Selection Based on Least Angle Regression
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Least angle regression. (With discussion)
• Pathwise coordinate optimization
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Regularization and Variable Selection Via the Elastic Net
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
• Outlier identification in high dimensions
• Tuning parameter selectors for the smoothly clipped absolute deviation method

Cited In (2)

• Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
• Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection

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