GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
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Publication:2135875
DOI10.1007/s00180-021-01098-zzbMath1505.62193OpenAlexW3146025976MaRDI QIDQ2135875
Yan Yan Liu, Jian Huang, Xiliang Lu, Lican Kang, Jin Liu, Yu Ling Jiao
Publication date: 10 May 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-021-01098-z
sparse learningestimation error\( \ell_0\)-penaltysupport detectionhigh-dimensional generalized linear models
Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)
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