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Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling - MaRDI portal

Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (Q2809588)

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scientific article; zbMATH DE number 6587377
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Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling
scientific article; zbMATH DE number 6587377

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    Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (English)
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    30 May 2016
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    coordinate descent algorithm
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    dimension reduction
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    high-dimensional data
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    \(L_{1}\)-type regularization
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    robust regression modeling
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