High-dimensional linear regression with hard thresholding regularization: theory and algorithm

DOI10.3934/jimo.2022034OpenAlexW4226427382MaRDI QIDQ2097492

Yan Yan Liu, Lican Kang, Yuan Luo, Jing Zhang, Yan-Ming Lai

Publication date: 14 November 2022

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2022034

zbMATH Keywords

generalized Newton methodhigh-dimensionallinear regression modelprimal dual active set algorithmhard thresholding regularization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of algorithms and problem complexity (68Q25)

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