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Hard thresholding regression

In this paper, we propose the hard thresholding regression (HTR) for estimating high-dimensional sparse linear regression models. HTR uses a two-stage convex algorithm to approximate the ℓ(0)-penalized regression: The first stage calculates a coarse initial estimator, and the second stage identifies...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:Scand Stat Theory Appl
Prif Awduron: Sun, Qiang, Jiang, Bai, Zhu, Hongtu, Ibrahim, Joseph G.
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: 2018
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC7558802/
https://ncbi.nlm.nih.gov/pubmed/33071430
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/sjos.12353
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