A simple and efficient algorithm for fused lasso signal approximator with convex loss function

DOI10.1007/S00180-012-0373-6zbMath1306.65147arXiv1005.5085OpenAlexW1992903458MaRDI QIDQ2259092

Yuan You, Heng Lian, Li-chun Wang

Publication date: 27 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.5085

zbMATH Keywords

convergence analysisaugmented LagrangianLAD-FLASSO

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty ⋮ Double fused Lasso regularized regression with both matrix and vector valued predictors

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