LASSO for streaming data with adaptative filtering
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Publication:2104007
DOI10.1007/s11222-022-10181-4zbMath1499.62013OpenAlexW4309922685MaRDI QIDQ2104007
Marco Capó, Aritz Pérez, José A. Lozano
Publication date: 9 December 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-022-10181-4
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)
Uses Software
Cites Work
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