Tian, Guo-Liang; Tang, Man-Lai; Liu, Chunling - In: Computational Statistics & Data Analysis 56 (2012) 2, pp. 255-265
trace and the determinant), we derive a uniformly optimal shrinkage parameter and find an optimal QLB algorithm. Some … theoretical justifications are also presented. Next, we generalize the optimal QLB algorithm to problems with penalizing function … and then investigate the associated properties of convergence. The optimal QLB algorithm is applied to fit a logistic …