New Results in ell_1 Penalized Regression

Here we consider penalized regression methods, and extend on the results surrounding the l1 norm penalty. We address a more recent development that generalizes previous methods by penalizing a linear transformation of the coefficients of interest instead of penalizing just the coefficients themselve...

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Bibliographic Details
Main Author: Roualdes, Edward A.
Format: Others
Published: UKnowledge 2015
Subjects:
Online Access:http://uknowledge.uky.edu/statistics_etds/13
http://uknowledge.uky.edu/cgi/viewcontent.cgi?article=1015&context=statistics_etds