A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data

DOI10.1016/j.jspi.2020.12.001zbMath1465.62132OpenAlexW3112516299MaRDI QIDQ830734

Xiaoling Peng, Eric Kawaguchi, Gang Li, Marc A. Suchard, Ning Li

Publication date: 7 May 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.12.001

zbMATH Keywords

ridge regressionvariable selectiongeneralized linear models\( L_0\) penaltyhigh-dimensional massive sample size data

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Uses Software

• covTest

Cites Work

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