Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions.
Hongcheng LiuTao YaoRunze LiYinyu YePublished in: Math. Program. (2017)
Keyphrases
- linear regression
- least squares
- generalized linear models
- kernel density estimators
- multivariate regression
- sparse representation
- sparse regression
- high dimensional
- regression methods
- regression problems
- ridge regression
- linear regression model
- sparsity constraints
- regression trees
- sparse approximation
- objective function
- regression method
- nonlinear regression
- statistical analysis
- locally weighted
- statistical models
- mixed norm