Group coordinate descent algorithms for nonconvex penalized regression

DOI10.1016/j.csda.2011.08.007zbMath1239.62082OpenAlexW2033906179MaRDI QIDQ425386

Fengrong Wei, Hongxiao Zhu

Publication date: 8 June 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.08.007

zbMATH Keywords

high dimensionsminimax concave penaltygrouping structuresmoothly clipped absolute deviation penalty

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Minimax problems in mathematical programming (90C47)

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Uses Software

• PDCO
• glmnet
• S+WAVELETS

Cites Work

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