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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Bibliographic Details

Published in:	Australian & New Zealand journal of statistics Vol. 67; no. 2; pp. 157 - 174
Main Authors:	Chang, Le, Shi, Yanlin
Format:	Journal Article
Language:	English
Published:	Hoboken Wiley Subscription Services, Inc 01.06.2025
Subjects:	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
Online Access:	Get full text
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