Majorization minimization by coordinate descent for concave penalized generalized linear models

DOI10.1007/S11222-013-9407-3MaRDI QIDQ746337zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Dingfeng Jiang, Jian Huang

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

zbMATH Keywords

variable selectionlogistic regressionminimax concave penaltysmoothly clipped absolute deviation penalty\(p\gg n\) models

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 2107186 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A new approach to variable selection in least squares problems
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Coordinate descent algorithms for lasso penalized regression
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Ideal spatial adaptation by wavelet shrinkage
• Least angle regression. (With discussion)
• Majorization-minimization algorithms for nonsmoothly penalized objective functions
• Minimizing Certain Convex Functions
• Monotonicity of quadratic-approximation algorithms
• Nearly unbiased variable selection under minimax concave penalty
• One-step sparse estimates in nonconcave penalized likelihood models
• Pathwise coordinate optimization
• SparseNet: coordinate descent with nonconvex penalties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection using MM algorithms

Cited in

(8)

• Separating variables to accelerate non-convex regularized optimization
• Majorization-minimization algorithms for nonsmoothly penalized objective functions
• 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
• Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models
• A coordinate descent algorithm for computing penalized smooth quantile regression
• Logistic regression error-in-covariate models for longitudinal high-dimensional covariates

Describes a project that uses

Uses Software

• sparsenet
• glmnet
• R

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