An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879)
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scientific article; zbMATH DE number 6996500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data |
scientific article; zbMATH DE number 6996500 |
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An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (English)
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21 December 2018
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alternating direction method of multipliers
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coordinate descent
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continuation
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high-dimensional BIC
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minimax concave penalty
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penalized least squares
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