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Generalized Newton–Raphson Algorithm for High Dimensional LASSO Regression

Yueyong Shi,Jian Huang,Yuling Jiao,Yicheng Kang,Hu Zhang

Statistics and its interface（2021）

引用 1|浏览12
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关键词
LASSO,Generalized Newton-Raphson,Continuation,Local one-step convergence,Voting
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