A survey of L₁ regression

DOI10.1111/INSR.12023MaRDI QIDQ4968571zbMATH OpenOpenAlexWikidataFDO

Authors Diego Vidaurre, Concha Bielza, Pedro Larrañaga

Publication date 16 July 2019

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/insr.12023

zbMATH Keywords

\(L_1\)-regularized regressionLassoregularizationsparsity

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Least angle and \(\ell _{1}\) penalized regression: a review
• Alternative methods of linear regression
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Applications of \(l_1\) regularisation
• Some sharp performance bounds for least squares regression with L₁ regularization

Cited in

(17)

• Alternative methods of linear regression
• On the sensitivity of the Lasso to the number of predictor variables
• Advanced algorithms for penalized quantile and composite quantile regression
• Sparse principal component analysis via fractional function regularity
• A fast adaptive Lasso for the cox regression via safe screening rules
• Least squares regression with \(l_1\)-regularizer in sum space
• Investigating competition in financial markets: a sparse autologistic model for dynamic network data
• Sparsity promoting reconstructions via hierarchical prior models in diffuse optical tomography
• A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates
• A subgradient method with constant step-size for \(\ell_1\)-composite optimization
• Pitfalls and potentials in simulation studies: questionable research practices in comparative simulation studies allow for spurious claims of superiority of any method
• The reciprocal Bayesian Lasso
• Homoscedasticity tests for L ₁ regression and their performance evaluation through simulations
• Hybrid conjugate gradient methods based on an extended least-squares model
• Non-smooth optimization meets automated material model discovery
• Lasso Inference for High-Dimensional Time Series
• Least angle and \(\ell _{1}\) penalized regression: a review

This page was built for publication: A survey of \(L_1\) regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4968571)