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SparseNet: Coordinate Descent With Nonconvex Penalties


  • Mazumder, Rahul
  • Friedman, Jerome H.
  • Hastie, Trevor


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Suggested Citation

  • Mazumder, Rahul & Friedman, Jerome H. & Hastie, Trevor, 2011. "SparseNet: Coordinate Descent With Nonconvex Penalties," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 1125-1138.
  • Handle: RePEc:bes:jnlasa:v:106:i:495:y:2011:p:1125-1138

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    1. repec:bla:istatr:v:85:y:2017:i:3:p:494-518 is not listed on IDEAS
    2. Nicholas G. Polson & James G. Scott, 2016. "Mixtures, envelopes and hierarchical duality," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 701-727, September.
    3. Hu, Jianwei & Chai, Hao, 2013. "Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 96-114.
    4. repec:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y is not listed on IDEAS
    5. repec:spr:jclass:v:34:y:2017:i:2:d:10.1007_s00357-017-9232-z is not listed on IDEAS
    6. Xiang Zhang & Yichao Wu & Lan Wang & Runze Li, 2016. "Variable selection for support vector machines in moderately high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 53-76, January.
    7. Yen, Yu-Min & Yen, Tso-Jung, 2014. "Solving norm constrained portfolio optimization via coordinate-wise descent algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 737-759.
    8. Jin Liu & Shuangge Ma & Jian Huang, 2014. "Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(1), pages 87-103, March.
    9. He, Qianchuan & Kong, Linglong & Wang, Yanhua & Wang, Sijian & Chan, Timothy A. & Holland, Eric, 2016. "Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 222-239.
    10. Friedman, Jerome H., 2012. "Fast sparse regression and classification," International Journal of Forecasting, Elsevier, vol. 28(3), pages 722-738.
    11. repec:spr:psycho:v:82:y:2017:i:2:d:10.1007_s11336-017-9566-9 is not listed on IDEAS
    12. Hirose, Kei & Tateishi, Shohei & Konishi, Sadanori, 2013. "Tuning parameter selection in sparse regression modeling," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 28-40.

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