Differential Geometric Least Angle Regression: A Differential Geometric Approach to Sparse Generalized Linear Models

DOI10.1111/RSSB.12000MaRDI QIDQ5743161zbMATH OpenOpenAlexWikidataFDO

Authors Luigi Augugliaro, Angelo M. Mineo, Ernst C. Wit

Publication date 9 May 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://pure.rug.nl/ws/files/2369566/2013JRStatistSocBAugugliaro.pdf

zbMATH Keywords

covariance penalty theorydifferential geometrygeneralized degrees of freedomgeneralized linear modelsinformation geometryleast angle regressionpath following algorithmsparse modelsvariable selection

Mathematics Subject Classification ID

Classical differential geometry (53Axx) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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