ADMM for High-Dimensional Sparse Penalized Quantile Regression.

Yuwen Gu Jun Fan Lingchen Kong Shiqian Ma Hui Zou

Published in: Technometrics (2018)

Keyphrases

high dimensional
quantile regression
least squares
variable selection
cross validated
low dimensional
dimensionality reduction
data points
high dimensional data
optical flow
parameter space
loss function
linear regression
kernel function
log likelihood
response variable