Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
Author:
Affiliation:
1. Department of Epidemiology and Data Science, Amsterdam University Medical Centers, Amsterdam, The Netherlands;;
2. Luxembourg Centre for Systems Biomedicine (LCSB), University of Luxembourg, Esch-sur-Alzette, Luxembourg
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10618600.2021.1904962
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