Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models

Li‐Chun Wang; Yuan You; Heng Lian

doi:10.1007/s00362-014-0609-3

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Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models

Li‐Chun Wang Yuan You Heng Lian

Year: 2014 Journal: Statistical Papers Vol: 56 (3)Pages: 819-828 Publisher: Springer Science+Business Media

DOI: 10.1007/s00362-014-0609-3

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Keywords:

Lasso (programming language) Penalty method Estimator Scad Convergence (economics) Mathematics Applied mathematics Least-squares function approximation Rate of convergence Mathematical optimization Algorithm Computer science Statistics Medicine Channel (broadcasting)

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Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models

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