Primal path algorithm for compositional data analysis

DOI10.1016/J.CSDA.2020.106958MaRDI QIDQ2189589zbMATH OpenOpenAlexFDO

Authors Jong-June Jeon, Yongdai Kim, Sungho Won, Hosik Choi

Publication date 16 June 2020

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

Full work available at URL https://arxiv.org/abs/1812.08954

zbMATH Keywords

constraintmicrobiome datapenalized regressionsolution path algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A coordinate gradient descent method for nonsmooth separable minimization
• A generic path algorithm for regularized statistical estimation
• A study on L2-loss (squared hinge-loss) multiclass SVM
• Algorithms for Fitting the Constrained Lasso
• scientific article; zbMATH DE number 5382441 (Why is no real title available?)
• Julia: a fresh approach to numerical computing
• Least angle regression. (With discussion)
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Pathwise coordinate optimization
• Piecewise linear regularized solution paths
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• Sparse and stable Markowitz portfolios
• Stability selection. With discussion and authors' reply
• The Lasso problem and uniqueness
• The solution path of the generalized lasso
• Variable selection in regression with compositional covariates

Cited in

(2)

• A decomposition method for Lasso problems with zero-sum constraint
• Characterization of the solutions set of the generalized LASSO problems for non-full rank cases

Describes a project that uses

Uses Software

• R
• ConstrainedLasso
• glmnet
• CasANOVA
• Julia
• CCLasso

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