L1-regularization path algorithm for generalized linear models

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 69, Issue 4, 2007, Pages 659-677

  Park, Mee Young ^a   Hastie, Trevor ^b  

^a GOOGLE INC   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Generalized linear model; Lasso; Path algorithm; Predictor corrector method; Regularization; Variable selection

Indexed keywords

EID: 34547849507     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2007.00607.x     Document Type: Article

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