A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso

DOI10.1016/j.csda.2018.03.006zbMath1469.62142OpenAlexW2795278626WikidataQ57495782 ScholiaQ57495782MaRDI QIDQ1662870

Yu-An Huang, Shuangge Ma, Jian Huang, Xingjie Shi

Publication date: 20 August 2018

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

Full work available at URL: http://europepmc.org/articles/pmc6181148

zbMATH Keywords

penalizationadaptive Lassoforward and backward stagewisenonconvex loss

Mathematics Subject Classification ID

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

Related Items (5)

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Uses Software

• NESTA
• GA

Cites Work

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• Rank estimators for monotonic index models
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• The Lasso problem and uniqueness
• Smoothed rank correlation of the linear transformation regression model
• Forward stagewise regression and the monotone lasso
• Pathwise coordinate optimization
• NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
• Penalised variable selection with U-estimates
• A semiparametric approach for the nonparametric transformation survival model with multiple covariates
• Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
• Introduction to Genetic Algorithms

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