A modified local quadratic approximation algorithm for penalized optimization problems
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DOI: 10.1016/j.csda.2015.08.019
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- Young‐Geun Choi & Lawrence P. Hanrahan & Derek Norton & Ying‐Qi Zhao, 2022. "Simultaneous spatial smoothing and outlier detection using penalized regression, with application to childhood obesity surveillance from electronic health records," Biometrics, The International Biometric Society, vol. 78(1), pages 324-336, March.
- Lee, Sangin & Lee, Youngjo & Pawitan, Yudi, 2018. "Sparse pathway-based prediction models for high-throughput molecular data," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 125-135.
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Keywords
Local quadratic approximation; ℓ1-penalization; Nonconvex penalization; LASSO; SCAD; MCP;All these keywords.
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