The dual and degrees of freedom of linearly constrained generalized Lasso

DOI10.1016/j.csda.2014.12.010zbMath1468.62084OpenAlexW2014453661MaRDI QIDQ1663318

Peng Zeng, Lu Lin, Qinqin Hu

Publication date: 21 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2014.12.010

zbMATH Keywords

constrained optimizationdualityLassodegrees of freedomcoordinate descentKKT condition

Mathematics Subject Classification ID

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

Related Items (6)

Penalized and constrained LAD estimation in fixed and high dimension ⋮ LASSO for Stochastic Frontier Models with Many Efficient Firms ⋮ Generalized \(\ell_1\)-penalized quantile regression with linear constraints ⋮ A cost-sensitive constrained Lasso ⋮ Algorithms for Fitting the Constrained Lasso ⋮ Degrees of freedom for regularized regression with Huber loss and linear constraints

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