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

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

stat.CO2015★ 2 cited

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

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. Unli…