Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering

DOI10.1007/s42081-022-00162-2zbMath1499.62246OpenAlexW4281792139MaRDI QIDQ2103275

Mariko Yamamura, Hirokazu Yanagihara, Mineaki Ohishi

Publication date: 13 December 2022

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-022-00162-2

zbMATH Keywords

logistic regressioncoordinate descent algorithmspatio-temporal analysistrend filteringgeneralized fused Lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Uses Software

• SparseLOGREG

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• Estimating the dimension of a model
• Sparse regression with exact clustering
• Adaptive piecewise polynomial estimation via trend filtering
• Pathwise coordinate optimization
• $\ell_1$ Trend Filtering
• Sparsity and Smoothness Via the Fused Lasso
• Ridge Estimators in Logistic Regression
• Coordinate optimization for generalized fused Lasso
• Convex Analysis
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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