Characterization of the solutions set of the generalized LASSO problems for non-full rank cases

DOI10.1214/23-ejs2138OpenAlexW4382238884MaRDI QIDQ6170610

Jaesung Hwang, Joong-Ho Won, Yongdai Kim

Publication date: 10 August 2023

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

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-1/Characterization-of-the-solutions-set-of-the-generalized-LASSO-problems/10.1214/23-EJS2138.full

zbMATH Keywords

convex optimizationcharacterizationgeneralized Lassopath algorithm

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25)

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