Relaxed Lasso

DOI10.1016/J.CSDA.2006.12.019MaRDI QIDQ1020826zbMATH OpenOpenAlexWikidataFDO

Authors Nicolai Meinshausen

Publication date 2 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.12.019

zbMATH Keywords

Lassodimensionality reductionhigh dimensionality\(\ell_q\)-norm penalisationbridge estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• SLOPE-adaptive variable selection via convex optimization
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