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High-Dimensional Fused Lasso Regression Using Majorization-Minimization and Parallel Processing

High-Dimensional Fused Lasso Regression Using Majorization-Minimization and Parallel Processing

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1673949910

High-Dimensional Fused Lasso Regression Using Majorization-Minimization and Parallel Processing

About this item

Full title

High-Dimensional Fused Lasso Regression Using Majorization-Minimization and Parallel Processing

Publisher

Alexandria: Taylor & Francis

Journal title

Journal of computational and graphical statistics, 2015-01, Vol.24 (1), p.121-153

Language

English

Formats

Publication information

Publisher

Alexandria: Taylor & Francis

More information

Scope and Contents

Contents

In this article, we propose a majorization-minimization (MM) algorithm for high-dimensional fused lasso regression (FLR) suitable for parallelization using graphics processing units (GPUs). The MM algorithm is stable and flexible as it can solve the FLR problems with various types of design matrices and penalty structures within a few tens of itera...

Alternative Titles

Full title

High-Dimensional Fused Lasso Regression Using Majorization-Minimization and Parallel Processing

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_1673949910

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1673949910

Other Identifiers

ISSN

1061-8600

E-ISSN

1537-2715

DOI

10.1080/10618600.2013.878662

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