LASSO for streaming data with adaptative filtering

DOI10.1007/S11222-022-10181-4zbMATH Open1499.62013OpenAlexW4309922685MaRDI QIDQ2104007FDOQ2104007

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

Recommendations

• Adaptive regularization for Lasso models in the context of nonstationary data streams
• Linear trend filtering via adaptive Lasso
• Adaptive Lasso in high-dimensional settings
• The Adaptive Lasso and Its Oracle Properties
• Adaptive Lasso for sparse high-dimensional regression models
• Adaptive Lasso for vector multiplicative error models
• Bayesian adaptive Lasso
• Adaptive hybrid screening for efficient lasso optimization
• Robust adaptive Lasso for variable selection
• Adaptive LASSO-type estimation for multivariate diffusion processes

zbMATH Keywords

Lassostreaming datahomotopyadaptative filtering

Mathematics Subject Classification ID

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

Cites Work

• Least angle regression. (With discussion)
• Coordinate descent algorithms for lasso penalized regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Piecewise linear regularized solution paths
• Title not available (Why is that?)
• A new approach to variable selection in least squares problems
• The Lasso problem and uniqueness
• Data streams. Models and algorithms.
• Title not available (Why is that?)
• Title not available (Why is that?)
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Atomic decomposition by basis pursuit
• Sparse online learning via truncated gradient
• Efficient block-coordinate descent algorithms for the group Lasso
• A sparse signal reconstruction perspective for source localization with sensor arrays
• Bayesian anomaly detection methods for social networks
• On-board mining of data streams in sensor networks
• Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
• Analytic continuation of Cauchy and exponential transforms
• AN EXPONENTIAL LOWER BOUND ON THE COMPLEXITY OF REGULARIZATION PATHS
• Adaptive regularization for Lasso models in the context of nonstationary data streams

Cited In (4)

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

Uses Software

• LASSO
• PDCO
• lasso2

This page was built for publication: LASSO for streaming data with adaptative filtering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2104007)