A modified local quadratic approximation algorithm for penalized optimization problems

DOI10.1016/j.csda.2015.08.019zbMath1468.62114OpenAlexW1478304458MaRDI QIDQ147630

Sangin Lee, Sunghoon Kwon, Yongdai Kim, Yongdai Kim, Sunghoon Kwon

Publication date: February 2016

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.08.019

zbMATH Keywords

LassoMCPSCADnonconvex penalizationlocal quadratic approximation\(\ell_1\)-penalization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Uses Software

• LASSO
• PDCO
• glmnet
• lasso2

Cites Work

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