Sorted concave penalized regression
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Publication:2284364
DOI10.1214/18-AOS1759zbMath1435.62262arXiv1712.09941OpenAlexW2982552840MaRDI QIDQ2284364
Publication date: 15 January 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.09941
minimax raterestricted eigenvaluepenalized least squaresslopesignal strengthconcave penaltieslocal convex approximationsorted penalties
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (7)
On polygenic risk scores for complex traits prediction ⋮ Debiasing convex regularized estimators and interval estimation in linear models ⋮ Matrix completion with nonconvex regularization: spectral operators and scalable algorithms ⋮ Sorted concave penalized regression ⋮ A unified primal dual active set algorithm for nonconvex sparse recovery ⋮ Optimal sparsity testing in linear regression model ⋮ Statistical and computational aspects of learning with complex structure. Abstracts from the workshop held May 5--11, 2019
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