Homogeneity and Sparsity Pursuit Using Robust Adaptive Fused Lasso

ABSTRACT Fused lasso regression is a popular method for identifying homogeneous groups and sparsity patterns in regression coefficients based on either the presumed order or a more general graph structure of the covariates. However, the traditional fused lasso may yield misleading outcomes in the pr...

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Vydané v:	Australian & New Zealand journal of statistics Ročník 67; číslo 2; s. 157 - 174
Hlavní autori:	Chang, Le, Shi, Yanlin
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Hoboken Wiley Subscription Services, Inc 01.06.2025
Predmet:	accelerated proximal gradient algorithm Algorithms alternating direction method of multipliers fused lasso Homogeneity lasso Normality oracle property Outliers (statistics) Regression coefficients robust estimation Robustness Sparsity
ISSN:	1369-1473, 1467-842X
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