Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model |
scientific article; zbMATH DE number 7889347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model |
scientific article; zbMATH DE number 7889347 |
Statements
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (English)
0 references
30 July 2024
0 references
Karush-Kuhn-Tucker
0 references
group LASSO
0 references
SETAR
0 references
\textit{aBCD} algorithm
0 references
BEA
0 references
sparsity conditions
0 references
0 references
0 references
0 references
