Nonconvex Dantzig selector and its parallel computing algorithm

The Dantzig selector is a popular ℓ 1 -type variable selection method widely used across various research fields. However, ℓ 1 -type methods may not perform well for variable selection without complex irrepresentable conditions. In this article, we introduce a nonconvex Dantzig selector for ultrahig...

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Bibliographic Details
Published in:	Statistics and computing Vol. 34; no. 6
Main Authors:	Wen, Jiawei, Yang, Songshan, Zhao, Delin
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.12.2024 Springer Nature B.V
Subjects:	Algorithms Artificial Intelligence Computer Science Computing time Feature selection Linear programming Original Paper Probability and Statistics in Computer Science Regularization Regularization methods Splitting Statistical Theory and Methods Statistics and Computing/Statistics Programs Local linear approximation Parallel computing SCAD High-dimensional regularization model
ISSN:	0960-3174, 1573-1375
Online Access:	Get full text
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