Search Results for author: Congrui Yi

Found 1 papers, 0 papers with code

Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression

no code implementations9 Sep 2015 Congrui Yi, Jian Huang

We propose an algorithm, semismooth Newton coordinate descent (SNCD), for the elastic-net penalized Huber loss regression and quantile regression in high dimensional settings.

regression

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