Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

Annals of Applied Statistics

Volumn 5, Issue 1, 2011, Pages 232-253

  Breheny, Patrick ^a   Huang, Jian ^a  

^a NONE

Author keywords

Coordinate descent; Lasso; MCP; Optimization; Penalized regression; SCAD

Indexed keywords

EID: 80053013888     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/10-AOAS388     Document Type: Article

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