An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
type: Item
instance of: scholarly article
title: An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
DOI: 10.1080/00949655.2018.1448397
author: Yue-Yong Shi
author: Yuan Shan Wu
author: Deyi Xu
author: Yu Ling Jiao
published in: Journal of Statistical Computation and Simulation
publication date: 2020-04-23T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 7192632
zbMATH Keywords: continuation
zbMATH Keywords: coordinate descent
zbMATH Keywords: high-dimensional BIC
zbMATH Keywords: ADMM
zbMATH Keywords: SICA
describes a project that uses: flare
describes a project that uses: QICD
describes a project that uses: sparsenet
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/00949655.2018.1448397
OpenAlex ID: W2792312242
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Wikidata QID: Q130182296
description: scientific article; zbMATH DE number 7192632