Efficient Implementations of the Generalized Lasso Dual Path Algorithm
نویسندگان
چکیده
منابع مشابه
Efficient Implementations of the Generalized Lasso Dual Path Algorithm
The generalized lasso problem penalizes the `1 norm of a matrix D times the coefficient vector to be modeled, and has a wide range of applications, dictated by the choice of D. Special cases include the trend filtering and fused lasso problem classes. We consider in this talk highly efficient implementations of the generalized lasso dual path algorithm of Tibshirani and Taylor [1]. This covers ...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2016
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2015.1008638