Coordinate majorization descent algorithm for nonconvex penalized regression

DOI10.1080/00949655.2021.1905815OpenAlexW3152506997MaRDI QIDQ3389674

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

zbMATH Keywords

high-dimensional dataMCPSCADcoordinate majorization descent algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glmnet
• QICD
• cvplogistic

Cites Work

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