Geometry and degrees of freedom of linearly constrained generalized Lasso

DOI10.1111/SJOS.12288MaRDI QIDQ4599644zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Lassoprojectiondegrees of freedompolytopeconvex set

Mathematics Subject Classification ID

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

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Cited in

(8)

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

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