An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
DOI10.1007/s10114-018-7096-8zbMath1407.62263OpenAlexW2787511900MaRDI QIDQ1633879
Yan Yan Liu, Yu Ling Jiao, Yue-Yong Shi, Yong-Xiu Cao
Publication date: 21 December 2018
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-018-7096-8
continuationalternating direction method of multiplierscoordinate descentpenalized least squaresminimax concave penaltyhigh-dimensional BIC
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)
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