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Search results with tag "Regression shrinkage and selection via"
Regression shrinkage and selection via the lasso: a ...
statweb.stanford.eduRegression shrinkage and selection via the lasso: a retrospective Robert Tibshirani ... (Tibshirani et al., 2010). Given a data sequence y1,y 2,...,yN isotonic regression solves the problem of finding ... Iain Johnstone, Ryan Tibshirani and Daniela Witten. I thank the Research Section of the Royal Statistical Society for inviting me to present ...
Regression Shrinkage and Selection via the Lasso Robert ...
www-personal.umich.eduRegression Shrinkage and Selection via the Lasso By ROBERT TIBSHIRANIt University of Toronto, Canada [Received January 1994. Revised January 19951 SUMMARY We propose a new method for estimation in linear models. The 'lasso' minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less