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Song, Qifan

An overview of reciprocal \(L_1\)-regularization for high dimensional regression data. (English) Zbl 07910802

Wiley Interdiscip. Rev., WIREs Comput. Stat. 10, No. 1, Article ID e1416, 16 p. (2018).

Cited in 1 Document

MSC:

62-08 Computational methods for problems pertaining to statistics

Keywords:

reciprocal Lasso; high dimension regression; model selection consistency; Monte Carlo optimization
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References:

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