Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337)
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scientific article; zbMATH DE number 6495095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Majorization minimization by coordinate descent for concave penalized generalized linear models |
scientific article; zbMATH DE number 6495095 |
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Majorization minimization by coordinate descent for concave penalized generalized linear models (English)
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16 October 2015
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logistic regression
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\(p\gg n\) models
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smoothly clipped absolute deviation penalty
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minimax concave penalty
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variable selection
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