Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression
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Publication:1713210
DOI10.3934/naco.2018006zbMath1461.62021OpenAlexW2789724145MaRDI QIDQ1713210
Xianchao Xiu, Yanqing Liu, Huan Zhang, Jiyuan Tao, Lingchen Kong
Publication date: 24 January 2019
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/naco.2018006
least absolute deviationhigh dimensional linear regressionfused Lassolinearized alternating direction method of multipliers
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Cites Work
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