LASSO for streaming data with adaptative filtering

DOI10.1007/S11222-022-10181-4MaRDI QIDQ2104007zbMATH OpenOpenAlexFDO

Authors Marco Capó, Aritz Pérez, José A. Lozano

Publication date 9 December 2022

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-022-10181-4

zbMATH Keywords

adaptative filteringhomotopyLassostreaming data

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(4)

• Adaptive infinite dropout for noisy and sparse data streams
• Linear trend filtering via adaptive Lasso
• Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO
• Adaptive regularization for Lasso models in the context of nonstationary data streams

Describes a project that uses

Uses Software

• LASSO
• lasso2
• PDCO

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