Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering
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Publication:2103275
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
logistic regressioncoordinate descent algorithmspatio-temporal analysistrend filteringgeneralized fused Lasso
Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
Uses Software
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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