Concepedia

GSDAR: a fast Newton algorithm for $$\ell _0$$ regularized generalized linear models with statistical guarantee

Jian Huang, Yuling Jiao, Lican Kang, Jin Liu, Yanyan Liu, Xiliang Lu

Computational Statistics · 2021 · 13 citations · 45 references

DOI

Concepts

References

45

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

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Regularization and Variable Selection Via the Elastic Net

Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text

, , +15

Regularization Paths for Generalized Linear Models via Coordinate Descent

Jerome H. Friedman, Trevor Hastie, Robert Tibshirani · Journal of Statistical Software · 2010 · 17.1K citations · Full text

, , +17

Regularization Paths for Generalized Linear Models via Coordinate Descent.

Jerome H. Friedman, Trevor Hastie, Rob Tibshirani · PubMed · 2010 · 14K citations · Full text

, , +17

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Jianqing Fan, Runze Li · Journal of the American Statistical Association · 2001 · 9.2K citations

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