IDEAS home Printed from https://ideas.repec.org/a/bes/jnlasa/v106i495y2011p1125-1138.html
   My bibliography  Save this article

SparseNet: Coordinate Descent With Nonconvex Penalties

Author

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

Abstract

No abstract is available for this item.

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
    as

    Download full text from publisher

    File URL: http://pubs.amstat.org/doi/abs/10.1198/jasa.2011.tm09738
    File Function: full text
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:106:i:495:y:2011:p:1125-1138. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.