MM for penalized estimation
From MaRDI portal
Publication:82924
DOI10.1007/s11749-021-00770-2zbMath1484.62036arXiv1912.11119OpenAlexW3156324175MaRDI QIDQ82924
Publication date: 8 April 2021
Published in: TEST, Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.11119
classificationnonconvexregressionvariable selectionrobust estimationMM algorithmquadratic majorization
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Robustness and adaptive procedures (parametric inference) (62F35) General topics in computing methodologies (68U01)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm
- Robust boosting with truncated loss functions
- Nearly unbiased variable selection under minimax concave penalty
- glmnet
- One-step sparse estimates in nonconcave penalized likelihood models
- Least angle regression. (With discussion)
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Variable selection using MM algorithms
- Piecewise linear regularized solution paths
- MM Optimization Algorithms
- A Unified Convergence Analysis of Block Successive Minimization Methods for Nonsmooth Optimization
- Robust Truncated Hinge Loss Support Vector Machines
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Boosting in the Presence of Outliers: Adaptive Classification With Nonconvex Loss Functions