Distributed adaptive lasso penalized generalized linear models for big data

DOI10.1080/03610918.2021.1888998MaRDI QIDQ6171897zbMATH OpenOpenAlexFDO

Authors Ye Fan

Publication date 18 July 2023

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1888998

zbMATH Keywords

adaptive Lassodistributed big datageneralized linear modelsparallel implementationquadratic approximationregularization path

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
• The Adaptive Lasso and Its Oracle Properties
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(3)

• Decentralized RLS With Data-Adaptive Censoring for Regressions Over Large-Scale Networks
• Distributed smoothed rank regression with heterogeneous errors for massive data
• Distributed statistical optimization for non-randomly stored big data with application to penalized learning

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