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A component lasso
Authors:Nadine Hussami  Robert J Tibshirani
Institution:1. Department of Electrical Engineering, Stanford University, 450 Serra Mall, Stanford, CA 94305, U.S.A.;2. Departments of Health Research and Policy, and Statistics, Stanford University, 450 Serra Mall, Stanford, CA 94305, U.S.A.
Abstract:
Keywords:Connected components  Elastic net  graphical lasso  lasso  non‐negative least squares  sparsity  strong irrepresentable condition  MSC 2010: Primary 62J07  secondary 62J05
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