The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223)

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The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
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    The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (English)
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    28 May 2013
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    Lasso
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    elastic-net
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    LARS algorithm
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    sparsity
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    variable selection
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    restricted eigenvalues
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    high-dimensional data
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