A survey of numerical algorithms that can solve the Lasso problems

DOI10.1002/WICS.1602MaRDI QIDQ6602016zbMATH OpenFDO

Authors Yujie Zhao, Xiaoming Huo

Publication date 11 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

Lassoconvergence rateL1 regularization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• L 1-Regularization Path Algorithm for Generalized Linear Models
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Coordinate descent algorithms for lasso penalized regression
• Gradient methods for minimizing composite functions
• Least angle regression. (With discussion)
• Linear Inversion of Band-Limited Reflection Seismograms
• Minimizing Certain Convex Functions
• On the convergence of block coordinate descent type methods
• Pathwise coordinate optimization
• Piecewise linear regularized solution paths
• Smooth minimization of non-smooth functions
• The solution path of the generalized lasso

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