An ordinary differential equation-based solution path algorithm
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Cites work
- A new approach to variable selection in least squares problems
- A note on path-based variable selection in the penalized proportional hazards model
- Adaptive Lasso for Cox's proportional hazards model
- Adaptive regularization using the entire solution surface
- Efficient global approximation of generalized nonlinear \(\ell _{1}\)-regularized solution paths and its applications
- Image denoising via solution paths
- On the ``degrees of freedom of the lasso
- On the Non-Negative Garrotte Estimator
- One-step sparse estimates in nonconcave penalized likelihood models
- Piecewise linear regularized solution paths
- Probability estimation for large-margin classifiers
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Regularization and Variable Selection Via the Elastic Net
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(9)- Holonomic extended least angle regression
- Efficient computation for differential network analysis with applications to quadratic discriminant analysis
- Dynamic Visualization and Fast Computation for Convex Clustering via Algorithmic Regularization
- Efficient least angle regression for identification of linear-in-the-parameters models
- Model selection for high-dimensional quadratic regression via regularization
- A generic path algorithm for regularized statistical estimation
- An algorithmic view of _2 regularization and some path-following algorithms
- Path-following methods for maximum a posteriori estimators in Bayesian hierarchical models: how estimates depend on hyperparameters
- APPLE: approximate path for penalized likelihood estimators
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