A Generic Path Algorithm for Regularized Statistical Estimation
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Publication:4975409
DOI10.1080/01621459.2013.864166zbMath1367.62223arXiv1201.3571WikidataQ42905187 ScholiaQ42905187MaRDI QIDQ4975409
Publication date: 4 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.3571
regularization; ordinary differential equations; quasi-likelihood; generalized linear model; Lasso; Gaussian graphical model; solution path; log-concave density estimation; shape restricted regression
62G07: Density estimation
62J07: Ridge regression; shrinkage estimators (Lasso)
62J12: Generalized linear models (logistic models)