SparseNet: Coordinate Descent With Nonconvex Penalties
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- 1 September 2011
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 106 (495) , 1125-1138
Abstract
We address the problem of sparse selection in linear models. A number of nonconvex penalties have been proposed in the literature for this purpose, along with a variety of convex-relaxation algorit...Keywords
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