A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
From MaRDI portal
Publication:5107360
DOI10.1080/00949655.2019.1573427OpenAlexW2911516399WikidataQ128496888 ScholiaQ128496888MaRDI QIDQ5107360
Zehui Zhou, Ju Wang, Yue-Yong Shi, Yu Ling Jiao
Publication date: 27 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2019.1573427
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Penalized methods for bi-level variable selection
- The group exponential lasso for bi-level variable selection
- A unified approach to model selection and sparse recovery using regularized least squares
- SICA for Cox's proportional hazards model with a diverging number of parameters
- Statistics for high-dimensional data. Methods, theory and applications.
- A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
- One-step sparse estimates in nonconcave penalized likelihood models
- Variable selection in nonparametric additive models
- Variable selection via generalized SELO-penalized linear regression models
- Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Calibrating nonconvex penalized regression in ultra-high dimension
- Minimization of transformed \(l_1\) penalty: closed form representation and iterative thresholding algorithms
- Extended BIC for small-n-large-P sparse GLM
- Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
- NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares
- Extended Bayesian information criteria for model selection with large model spaces
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Primal Dual Active Set Algorithm With Continuation for Compressed Sensing
- Group Sparse Recovery via the $\ell ^0(\ell ^2)$ Penalty: Theory and Algorithm
- High-Dimensional Sparse Additive Hazards Regression
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
- Sparse Signal Recovery with Exponential-Family Noise
- A Unified View of Exact Continuous Penalties for $\ell_2$-$\ell_0$ Minimization
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Bayesian inference for high‐dimensional linear regression under mnet priors
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
