Regression shrinkage and selection via the lasso: a retrospective

被引：1735

作者：

Tibshirani, Robert ^{[1
]}

机构：

[1] Stanford Univ, Dept Hlth Res & Policy, Stanford, CA 94305 USA

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | 2011年 / 73卷

关键词：

l(1)-penalty; Penalization; Regularization; GENERALIZED LINEAR-MODELS; VARIABLE SELECTION; DESCENT METHOD; REGULARIZATION; SPARSITY; ALGORITHMS; MIXTURE;

D O I：

10.1111/j.1467-9868.2011.00771.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the paper I give a brief review of the basic idea and some history and then discuss some developments since the original paper on regression shrinkage and selection via the lasso.

引用

页码：273 / 282

页数：10

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