A Concave Conjugate Approach for Nonconvex Penalized Regression with the MCP Penalty

Shubao Zhang, Hui Qian, Wei Chen, Zhihua Zhang. A Concave Conjugate Approach for Nonconvex Penalized Regression with the MCP Penalty. In Marie desJardins, Michael L. Littman, editors, Proceedings of the Twenty-Seventh AAAI Conference on Artificial Intelligence, July 14-18, 2012, Bellevue, Washington, USA. pages 1027-1033, AAAI Press, 2013. [doi]

Abstract

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