A globally convergent algorithm for Lasso-penalized mixture of linear regression models
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Publication:1662084
DOI10.1016/j.csda.2017.09.003zbMath1469.62109arXiv1603.08326OpenAlexW2460444101MaRDI QIDQ1662084
Geoffrey J. McLachlan, Luke R. Lloyd-Jones, Hien Duy Nguyen
Publication date: 17 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.08326
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics (62P99)
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