Advanced algorithms for penalized quantile and composite quantile regression
Matthew Pietrosanu, Jueyu Gao, Linglong Kong, Bei Jiang, Di Niu
Topics & Concepts
Quantile regressionCoordinate descentQuantileComputer scienceLasso (programming language)Regularization (linguistics)AlgorithmEstimatorRegressionFeature selectionData miningMathematical optimizationMathematicsMachine learningArtificial intelligenceStatisticsWorld Wide WebStatistical Methods and InferenceControl Systems and IdentificationSparse and Compressive Sensing Techniques