Cargando…
An Adaptive Ridge Procedure for L(0) Regularization
Penalized selection criteria like AIC or BIC are among the most popular methods for variable selection. Their theoretical properties have been studied intensively and are well understood, but making use of them in case of high-dimensional data is difficult due to the non-convex optimization problem...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2016
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4743917/ https://www.ncbi.nlm.nih.gov/pubmed/26849123 http://dx.doi.org/10.1371/journal.pone.0148620 |