COORDINATE DESCENT ALGORITHMS FOR NONCONVEX PENALIZED REGRESSION, WITH APPLICATIONS TO BIOLOGICAL FEATURE SELECTION.

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Published in Ann Appl Stat on January 01, 2011

Authors

Patrick Breheny1, Jian Huang

Author Affiliations

1: Department of Biostatistics, Department of Statistics, University of Kentucky, 121 Washington Ave., Room 203C, Lexington, Kentucky 40536-0003, USA. Department of Statistics, and Actuarial Sciences, Department of Biostatistics, University of Iowa, 241 Schaeffer Hall, Iowa City, Iowa 52242, USA.

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