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Majorization Minimization by Coordinate Descent for Concave Penalized Generalized Linear Models
Recent studies have demonstrated theoretical attractiveness of a class of concave penalties in variable selection, including the smoothly clipped absolute deviation and minimax concave penalties. The computation of the concave penalized solutions in high-dimensional models, however, is a difficult t...
Gorde:
| Egile Nagusiak: | , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
2013
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| Gaiak: | |
| Sarrera elektronikoa: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4191872/ https://ncbi.nlm.nih.gov/pubmed/25309048 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-013-9407-3 |
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