Majorization minimization by coordinate descent for concave penalized generalized linear models

DOI10.1007/s11222-013-9407-3zbMath1322.62190OpenAlexW2033932347WikidataQ41843162 ScholiaQ41843162MaRDI QIDQ746337

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

logistic regressionvariable selectionminimax 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)

Related Items (4)

Separating variables to accelerate non-convex regularized optimization ⋮ A coordinate descent algorithm for computing penalized smooth quantile regression ⋮ Coordinate majorization descent algorithm for nonconvex penalized regression ⋮ cvplogistic

Uses Software

• R
• glmnet
• sparsenet

Cites Work

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• A new approach to variable selection in least squares problems
• Minimizing Certain Convex Functions
• Convergence of a block coordinate descent method for nondifferentiable minimization

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