A Generic Path Algorithm for Regularized Statistical Estimation

DOI10.1080/01621459.2013.864166zbMath1367.62223arXiv1201.3571OpenAlexW2146031909WikidataQ42905187 ScholiaQ42905187MaRDI QIDQ4975409

Yichao Wu, Hua Zhou

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3571

zbMATH Keywords

regularizationordinary differential equationsquasi-likelihoodgeneralized linear modelLassoGaussian graphical modelsolution pathlog-concave density estimationshape restricted regression

Mathematics Subject Classification ID

Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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