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Group coordinate descent algorithms for nonconvex penalized regression - MaRDI portal

Group coordinate descent algorithms for nonconvex penalized regression (Q425386)

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scientific article; zbMATH DE number 6043850
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Group coordinate descent algorithms for nonconvex penalized regression
scientific article; zbMATH DE number 6043850

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    Group coordinate descent algorithms for nonconvex penalized regression (English)
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    8 June 2012
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    grouping structure
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    high dimensions
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    minimax concave penalty
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    smoothly clipped absolute deviation penalty
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