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Journal of the American Statistical Association Volume 104, 2009 - Issue 488
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Theory and Methods

Efficient Global Approximation of Generalized Nonlinear ℓ1-Regularized Solution Paths and Its Applications

Ming Yuan Ming Yuan is Associate Professor, School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0205 . Hui Zou is Associate Professor, School of Statistics, University of Minnesota, Minneapolis, MN 55455 . Yuan’s research was supported in part by National Science Foundation (NSF) grant DMS-0706724. Zou’s research was supported in part by NSF grant DMS-0706733.
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Hui Zou Ming Yuan is Associate Professor, School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0205 . Hui Zou is Associate Professor, School of Statistics, University of Minnesota, Minneapolis, MN 55455 . Yuan’s research was supported in part by National Science Foundation (NSF) grant DMS-0706724. Zou’s research was supported in part by NSF grant DMS-0706733.
Pages 1562-1574 | Received 01 May 2008, Published online: 01 Jan 2012

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Hosik Choi, Ja-Yong Koo & Changyi Park. (2015) Fused least absolute shrinkage and selection operator for credit scoring. Journal of Statistical Computation and Simulation 85:11, pages 2135-2147.
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Yichao Wu. (2011) An ordinary differential equation-based solution path algorithm. Journal of Nonparametric Statistics 23:1, pages 185-199.
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M. R. Osborne & B. A. Turlach. (2011) A Homotopy Algorithm for the Quantile Regression Lasso and Related Piecewise Linear Problems. Journal of Computational and Graphical Statistics 20:4, pages 972-987.
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Articles from other publishers (2)

Yi Yu & Yang Feng. (2013) APPLE: approximate path for penalized likelihood estimators. Statistics and Computing 24:5, pages 803-819.
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David H. Alexander & Kenneth Lange. (2011) Stability selection for genome-wide association. Genetic Epidemiology 35:7, pages 722-728.
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