Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling

2014 ◽  
Vol 45 (1) ◽  
pp. 115-129 ◽  
Author(s):  
H. Park ◽  
S. Konishi
Keyword(s):  
Regression Modeling ◽  
Coordinate Descent ◽  
High Dimensional ◽  
Solution Path ◽  
Sparse Regression ◽  
Robust Solution ◽  
Descent Algorithm ◽  
Coordinate Descent Algorithm

A coordinate descent algorithm for computing penalized smooth quantile regression

2016 ◽  
Vol 27 (4) ◽  
pp. 865-883 ◽  
Author(s):  
Abdallah Mkhadri ◽  
Mohamed Ouhourane ◽  
Karim Oualkacha
Keyword(s):  
Quantile Regression ◽  
Coordinate Descent ◽  
Descent Algorithm ◽  
Coordinate Descent Algorithm
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