An unexpected connection between Bayes \(A\)-optimal designs and the group Lasso

DOI10.1007/s00362-018-01062-yzbMath1419.62191arXiv1809.01931OpenAlexW2890484529MaRDI QIDQ2423178

Guillaume Sagnol, Edouard Pauwels

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.01931

zbMATH Keywords

optimizationgroup Lassofirst order methods\(A\)-optimal design

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Optimal statistical designs (62K05) Convex programming (90C25)

Related Items (1)

Removing inessential points in \(c\)-and \(A\)-optimal design

Uses Software

• UNLocBoX

Cites Work

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