Strong rules for discarding predictors in lasso-type problems

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

Volumn 74, Issue 2, 2012, Pages 245-266

  Tibshirani, Robert ^a   Bien, Jacob ^a   Friedman, Jerome ^a   Hastie, Trevor ^a   Simon, Noah ^a   Taylor, Jonathan ^a   Tibshirani, Ryan J ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Convex optimization; l 1 regularization; Lasso; Screening; Sparsity

Indexed keywords

EID: 84858280765     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2011.01004.x     Document Type: Article

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