LASSO for streaming data with adaptative filtering

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

zbMATH Keywords

homotopyLassostreaming dataadaptative filtering

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Uses Software

• LASSO
• PDCO
• lasso2

Cites Work

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