LARS-type algorithm for group Lasso
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Publication:1703818
DOI10.1007/s11222-016-9669-7zbMath1384.62263OpenAlexW2400915579MaRDI QIDQ1703818
Publication date: 7 March 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-016-9669-7
regularizationordinary differential equationsgroup Lassoleast angle regressionsolution path algorithm
Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Uses Software
Cites Work
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- The solution path of the generalized lasso
- Least angle regression. (With discussion)
- The Lasso problem and uniqueness
- Piecewise linear regularized solution paths
- Applied Logistic Regression
- A Generic Path Algorithm for Regularized Statistical Estimation
- Model Selection and Estimation in Regression with Grouped Variables