Algorithms for Fitting the Constrained Lasso
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- ggplot2. Elegant graphics for data analysis
Cited in
(41)- Proximal MCMC for Bayesian Inference of Constrained and Regularized Estimation
- Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming
- Primal path algorithm for compositional data analysis
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- ConstrainedLasso
- Linear support vector regression with linear constraints
- A decomposition method for Lasso problems with zero-sum constraint
- The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results
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- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
- Functional mixtures-of-experts
- Robust regression with compositional covariates
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