Coordinate optimization for generalized fused Lasso

DOI10.1080/03610926.2021.1931888OpenAlexW3186881500MaRDI QIDQ5079187

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Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1931888

zbMATH Keywords

coordinate descent algorithmgeneralized Lassogeneralized fused Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Forward-partial inverse-half-forward splitting algorithm for solving monotone inclusions ⋮ Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering

Uses Software

• R
• genlasso

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• The solution path of the generalized lasso
• A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
• Pathwise coordinate optimization
• Ideal spatial adaptation by wavelet shrinkage
• Sparsity and Smoothness Via the Fused Lasso
• Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets
• Model Selection and Estimation in Regression with Grouped Variables

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