Title
On LARS/Homotopy Equivalence Conditions for Over-Determined LASSO.
Abstract
We revisit the positive cone condition given by Efron for the over-determined least absolute shrinkage and selection operator (LASSO). It is a sufficient condition ensuring that the number of nonzero entries in the solution vector keeps increasing when the penalty parameter decreases, based on which the least angle regression (LARS) and homotopy algorithms yield the same iterates. We show that the...
Year
DOI
Venue
2012
10.1109/LSP.2012.2221712
IEEE Signal Processing Letters
Keywords
Field
DocType
Coherence,Vectors,Signal processing algorithms,Optimization
Mathematical optimization,Combinatorics,Sparse approximation,Lasso (statistics),Diagonally dominant matrix,Homotopy,Gramian matrix,Least-angle regression,Iterated function,Mutual coherence,Mathematics
Journal
Volume
Issue
ISSN
19
12
1070-9908
Citations 
PageRank 
References 
3
0.41
2
Authors
5
Name
Order
Citations
PageRank
Junbo Duan1234.65
Charles Soussen211315.21
David Brie313024.28
Idier, J.456659.01
Yu-Ping Wang528158.87