Split Bregman method for large scale fused Lasso

DOI10.1016/j.csda.2010.10.021zbMath1328.65048arXiv1006.5086OpenAlexW1905165690MaRDI QIDQ901530

Gui-Bo Ye, Xiaohui Xie

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.5086

zbMATH Keywords

Bregman iterationfused Lasso\(\ell _{1}\)-normfused Lasso support vector classifier

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)

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Uses Software

• CVX

Cites Work

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