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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...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
2013
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| Témata: | |
| On-line přístup: | 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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