The dual and degrees of freedom of linearly constrained generalized Lasso

DOI10.1016/J.CSDA.2014.12.010zbMATH Open1468.62084OpenAlexW2014453661MaRDI QIDQ1663318FDOQ1663318

Authors: Qinqin Hu, Peng Zeng, Lu Lin 

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.12.010

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zbMATH Keywords

Lassoconstrained optimizationdegrees of freedomcoordinate descentdualityKKT condition

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• On Measuring and Correcting the Effects of Data Mining and Model Selection
• On the ``degrees of freedom of the lasso
• A note on the Lasso and related procedures in model selection
• The Estimation of Prediction Error
• Optimal Estimation of Deterioration From Diagnostic Image Sequence

Cited In (9)

• Mini-batch stochastic subgradient for functional constrained optimization
• Penalized and constrained LAD estimation in fixed and high dimension
• Algorithms for Fitting the Constrained Lasso
• A cost-sensitive constrained Lasso
• LASSO for Stochastic Frontier Models with Many Efficient Firms
• Geometry and degrees of freedom of linearly constrained generalized Lasso
• Degrees of freedom for regularized regression with Huber loss and linear constraints
• Generalized \(\ell_1\)-penalized quantile regression with linear constraints
• Efficient path algorithms for clustered Lasso and OSCAR

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