Majorization-minimization algorithms for nonsmoothly penalized objective functions
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Publication:1952099
DOI10.1214/10-EJS582zbMath1267.65009arXiv1001.4776MaRDI QIDQ1952099
Elizabeth D. Schifano, Martin T. Wells, Robert L. Strawderman
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.4776
algorithmconvex optimizationgoodness-of-fitnon-convex optimizationregression modelslasso penaltyexpectation and maximization (EM) algorithmminimax concave penaltysmoothly clipped absolute deviation penaltyiterative soft thresholdingnegative loglikelihood
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Uses Software
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