Algorithms for Fitting the Constrained Lasso
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Computational and Graphical Statistics"
DOI: 10.1080/10618600.2018.1473777
Abstract: ABSTRACT We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely used lasso to handle linear constraints, which allow the user to incorporate prior… read more here.
Keywords: constrained lasso; fitting constrained; algorithms fitting; lasso ... See more keywords