A unified class of penalties with the capability of producing a differentiable alternative to l1 norm penalty

DOI10.1080/03610926.2018.1515362MaRDI QIDQ5077917zbMATH OpenOpenAlexFDO

Authors Hamed Haselimashhadi

Publication date 20 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1515362

zbMATH Keywords

differentiable penaltygeneralised information criterionLASSOlikelihood regularizationSCAD

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Asymptotics for Lasso-type estimators.
• Generalised information criteria in model selection
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Model Selection and Estimation in Regression with Grouped Variables
• NIST handbook of mathematical functions
• On Laplace continued fraction for the normal integral
• Performance evaluation of programs for the error and complementary error functions
• Regression Quantiles
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Selecting the tuning parameter in penalized Gaussian graphical models
• Smooth minimization of non-smooth functions
• Sparsity and Smoothness Via the Fused Lasso
• The functions erf and erfc computed with arbitrary precision and explicit error bounds
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• A framework to efficiently smooth L₁ penalties for linear regression

Describes a project that uses

Uses Software

• R
• DLMF

This page was built for publication: A unified class of penalties with the capability of producing a differentiable alternative to l₁ norm penalty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077917)