Preconditioning the Lasso for sign consistency

DOI10.1214/15-EJS1029zbMath1321.62083OpenAlexW1573037860MaRDI QIDQ2346526

Jinzhu Jia, Karl Rohe

Publication date: 2 June 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1433195857

zbMATH Keywords

preconditioningirrepresentable conditionsign consistency

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Preconditioners for iterative methods (65F08)

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Uses Software

• RGL
• glmnet
• rgl

Cites Work

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