A Parallel Algorithm for Large-Scale Nonconvex Penalized Quantile Regression - Yu, Liqun; Lin, Nan; Wang, Lan (Journal of computational and graphical statistics, 2017)
Keywords: ADMM; Algorithms; Computation; Descent; Dimensional analysis; Iterative methods; Nonconvex penalty; Parallelization; Quantile regression and single-loop algorithm; Regression analysis; Short Technical Notes; Statistical analysis; Studies