Structured variable selection via prior-induced hierarchical penalty functions (Q1659467)
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scientific article; zbMATH DE number 6918565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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