Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
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Publication:1683689
DOI10.1007/s10107-017-1114-yzbMath1386.90116OpenAlexW2587436146WikidataQ47263899 ScholiaQ47263899MaRDI QIDQ1683689
Hongcheng Liu, Yinyu Ye, Tao Yao, Run-Ze Li
Publication date: 1 December 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5720392
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Analysis of algorithms and problem complexity (68Q25) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)
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