Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

DOI10.1214/10-aoas388zbMath1220.62095arXiv1104.2748OpenAlexW3106108064WikidataQ39020286 ScholiaQ39020286MaRDI QIDQ58075

Patrick Breheny, Jian Huang, Patrick Breheny, Jian Huang

Publication date: 1 March 2011

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.2748

zbMATH Keywords

optimization lasso MCP SCAD

Mathematics Subject Classification ID

Linear inference, regression (62J99) Diagnostics, and linear inference and regression (62J20)

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