Laplace Error Penalty-based Variable Selection in High Dimension (Q2949868)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace Error Penalty-based Variable Selection in High Dimension |
scientific article |
Statements
Laplace Error Penalty-based Variable Selection in High Dimension (English)
0 references
5 October 2015
0 references
coordinate descent majorization minimization
0 references
high-dimensional regression
0 references
Laplace error penalty
0 references
oracle property
0 references
smooth penalty function
0 references
sparsity
0 references
variable selection
0 references
0 references
0 references
