The least-absolute shrinkage and selection operator (Lasso) is a popular tool for joint estimation and continuous variable selection, especially well-suited for the under-determin...
Lasso is a regularization method for parameter estimation in linear models. It optimizes the model parameters with respect to a loss function subject to model complexities. This p...
We consider the least-square linear regression problem with regularization by the 1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptot...
We consider the problem of learning a sparse multi-task regression, where the structure in the outputs can be represented as a tree with leaf nodes as outputs and internal nodes a...
Group-Lasso estimators, useful in many applications, suffer from lack of meaningful variance estimates for regression coefficients. To overcome such problems, we propose a full Ba...
Sudhir Raman, Thomas J. Fuchs, Peter J. Wild, Edga...