SparseNet: Coordinate Descent With Nonconvex Penalties

DOI10.1198/jasa.2011.tm09738zbMath1229.62091OpenAlexW1965169081WikidataQ34857620 ScholiaQ34857620MaRDI QIDQ3111203

Rahul Mazumder, Trevor Hastie, Jerome H. Friedman

Publication date: 18 January 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4286300

zbMATH Keywords

nonconvex optimization variable selection sparse regression LASSO degrees of freedom regularization surface

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

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