Geometry and degrees of freedom of linearly constrained generalized Lasso

DOI10.1111/SJOS.12288zbMATH Open1384.62264OpenAlexW2727161749MaRDI QIDQ4599644FDOQ4599644

Authors: Peng Zeng, Qinqin Hu, XiaoYu Li 

Publication date: 4 January 2018

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12288

Recommendations

• Degrees of freedom in lasso problems
• The dual and degrees of freedom of linearly constrained generalized Lasso
• The degrees of freedom of the Lasso for general design matrix
• On the ``degrees of freedom of the lasso
• On the degrees of freedom in shrinkage estimation

zbMATH Keywords

Lassoprojectiondegrees of freedompolytopeconvex set

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (8)

• The generalized Lasso problem and uniqueness
• On the degrees of freedom in shrinkage estimation
• The degrees of freedom of partly smooth regularizers
• The degrees of freedom of the Lasso for general design matrix
• A note on the generalized degrees of freedom under the \(L_{1}\) loss function
• The dual and degrees of freedom of linearly constrained generalized Lasso
• Degrees of freedom for regularized regression with Huber loss and linear constraints
• Degrees of freedom in lasso problems

This page was built for publication: Geometry and degrees of freedom of linearly constrained generalized Lasso

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4599644)