Majorization minimization by coordinate descent for concave penalized generalized linear models
DOI10.1007/S11222-013-9407-3zbMATH Open1322.62190DBLPjournals/sac/JiangH14OpenAlexW2033932347WikidataQ41843162 ScholiaQ41843162MaRDI QIDQ746337FDOQ746337
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4191872
Recommendations
- Group coordinate descent algorithms for nonconvex penalized regression
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- MM for penalized estimation
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variable selectionlogistic regressionminimax concave penaltysmoothly clipped absolute deviation penalty\(p\gg n\) models
Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
Cites Work
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Coordinate descent algorithms for lasso penalized regression
- Ideal spatial adaptation by wavelet shrinkage
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Convergence of a block coordinate descent method for nondifferentiable minimization
- One-step sparse estimates in nonconcave penalized likelihood models
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Variable selection using MM algorithms
- Monotonicity of quadratic-approximation algorithms
- A new approach to variable selection in least squares problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Minimizing Certain Convex Functions
Cited In (6)
- Coordinate majorization descent algorithm for nonconvex penalized regression
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
- cvplogistic
- A coordinate descent algorithm for computing penalized smooth quantile regression
- Logistic regression error-in-covariate models for longitudinal high-dimensional covariates
- Separating variables to accelerate non-convex regularized optimization
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