Zheng, Zemin; Fan, Yingying; Lv, Jinchi - In: Journal of the Royal Statistical Society Series B 76 (2014) 3, pp. 627-649
type="main" xml:id="rssb12037-abs-0001" <title type="main">Summary</title> <p>High dimensional sparse modelling via regularization provides a powerful tool for analysing large-scale data sets and obtaining meaningful interpretable models. The use of non-convex penalty functions shows advantage in selecting important features...</p>
