A review on the adaptive-ridge algorithm with several extensions
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Publication:6581677
DOI10.1007/s11222-024-10440-6zbMath1542.62001MaRDI QIDQ6581677
Olivier Bouaziz, Rémy Abergel, Gregory Nuel
Publication date: 31 July 2024
Published in: Statistics and Computing (Search for Journal in Brave)
variable selectionmajorize-minimize algorithmsiteratively reweighted algorithmssparse minimizationadaptive ridge
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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