Coordinate majorization descent algorithm for nonconvex penalized regression
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Publication:3389674
DOI10.1080/00949655.2021.1905815OpenAlexW3152506997MaRDI QIDQ3389674FDOQ3389674
Authors: Yanxin Wang, L. Zhu 
Publication date: 23 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.1905815
Cites Work
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- One-step sparse estimates in nonconcave penalized likelihood models
- Variable selection using MM algorithms
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
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- Paths Following Algorithm for Penalized Logistic Regression Using SCAD and MCP
- A coordinate majorization descent algorithm for \(\ell_1\) penalized learning
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