The paper by Lange, Chi and Zhou (hereafter 'the authors') serves not only as a useful reminder about the importance of optimization techniques in implementing modern statistical methods but also as a collection of various techniques along with citations for further study. The authors point out that it is useful to be able to 'mix and match' these techniques. My brief comments will focus on a few aspects of this mixing and matching.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty