A Path Algorithm for the Fused Lasso Signal Approximator
A Path Algorithm for the Fused Lasso Signal Approximator
About this item
Full title
Author / Creator
Publisher
Alexandria: Taylor & Francis
Journal title
Language
English
Formats
Publication information
Publisher
Alexandria: Taylor & Francis
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More information
Scope and Contents
Contents
The Lasso is a very well-known penalized regression model, which adds an L
1
penalty with parameter λ
1
on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an L
1
penalty with parameter λ
2
on the difference of neighboring coefficients, assuming there is a natural orderi...
Alternative Titles
Full title
A Path Algorithm for the Fused Lasso Signal Approximator
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1198_jcgs_2010_09208
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1198_jcgs_2010_09208
Other Identifiers
ISSN
1061-8600
E-ISSN
1537-2715
DOI
10.1198/jcgs.2010.09208
