A lasso for hierarchical interactions

DOI10.1214/13-AOS1096zbMath1292.62109arXiv1205.5050WikidataQ35923737 ScholiaQ35923737MaRDI QIDQ366961

Jacob Bien, Robert Tibshirani, Jonathan E. Taylor

Publication date: 25 September 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.5050

zbMATH Keywords

interactions convexity lasso regularized regression hierarchical sparsity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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