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A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions - MaRDI portal

A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions (Q897168)

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scientific article; zbMATH DE number 6521691
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English
A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions
scientific article; zbMATH DE number 6521691

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    A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions (English)
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    17 December 2015
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    Cox's model
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    coordinate descent
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    elastic net
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    MM principle
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    strong rule
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