A convex-Nonconvex strategy for grouped variable selection

DOI10.1214/23-ejs2167arXiv2111.15075OpenAlexW4213407376MaRDI QIDQ6144411

Xiaoqian Liu, Eric C. Chi, Aaron J. Molstad

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.15075

zbMATH Keywords

convex optimizationhigh-dimensional data analysissparse linear regressionconvex-nonconvex penalization

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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