Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling
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Publication:2809588
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Cites work
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Least angle regression. (With discussion)
- Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
- Outlier identification in high dimensions
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Robust Linear Model Selection Based on Least Angle Regression
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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