LARS-type algorithm for group Lasso

DOI10.1007/s11222-016-9669-7zbMath1384.62263OpenAlexW2400915579MaRDI QIDQ1703818

Tsz Shing Hui, Chun Yip Yau

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9669-7

zbMATH Keywords

regularizationordinary differential equationsgroup Lassoleast angle regressionsolution path algorithm

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Uses Software

• LSODE
• glmnet
• ODEPACK
• aplore3
• SLEP
• gglasso

Cites Work

• Unnamed Item
• The solution path of the generalized lasso
• Least angle regression. (With discussion)
• The Lasso problem and uniqueness
• Piecewise linear regularized solution paths
• Applied Logistic Regression
• A Generic Path Algorithm for Regularized Statistical Estimation
• Model Selection and Estimation in Regression with Grouped Variables