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Structured variable selection via prior-induced hierarchical penalty functions - MaRDI portal

Structured variable selection via prior-induced hierarchical penalty functions (Q1659467)

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scientific article; zbMATH DE number 6918565
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Structured variable selection via prior-induced hierarchical penalty functions
scientific article; zbMATH DE number 6918565

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    Structured variable selection via prior-induced hierarchical penalty functions (English)
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    15 August 2018
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    group sparsity
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    spike and slab priors
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    log-sum approximation to the \(l_0\)-norm
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    majorization-minimization algorithms
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    alternating direction method of multipliers
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