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COORDINATE DESCENT ALGORITHMS FOR NONCONVEX PENALIZED REGRESSION, WITH APPLICATIONS TO BIOLOGICAL FEATURE SELECTION

A number of variable selection methods have been proposed involving nonconvex penalty functions. These methods, which include the smoothly clipped absolute deviation (SCAD) penalty and the minimax concave penalty (MCP), have been demonstrated to have attractive theoretical properties, but model fitt...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Breheny, Patrick, Huang, Jian
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2011
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3212875/
https://ncbi.nlm.nih.gov/pubmed/22081779
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/10-AOAS388
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