A Note on Application of Nesterov’s Method in Solving Lasso-Type Problems

DOI10.1080/03610918.2013.824096zbMath1327.62414OpenAlexW1991977422MaRDI QIDQ2943784

Heng Lian, Ye Tian

Publication date: 4 September 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.824096

zbMATH Keywords

group lassolassocoordinate descentfused lasso

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Cites Work

• Gradient methods for minimizing composite functions
• Functional linear regression that's interpretable
• Variable selection in nonparametric additive models
• On parallel complexity of nonsmooth convex optimization
• Least angle regression. (With discussion)
• Pathwise coordinate optimization
• Piecewise linear regularized solution paths
• The Group Lasso for Logistic Regression
• Sparsity and Smoothness Via the Fused Lasso
• Shrinkage Estimation of the Varying Coefficient Model
• Model Selection and Estimation in Regression with Grouped Variables
• Robust Statistics

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