Abstract Details
|
Activity Number:
|
245
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Monday, August 5, 2013 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
Section on Statistical Computing
|
| Abstract - #309786 |
|
Title:
|
The Lasso: Backward and Forward
|
|
Author(s):
|
David Scott*+
|
|
Companies:
|
Rice University
|
|
Keywords:
|
Regression ;
Robustness ;
Convex Optimization ;
Algorithms ;
Criterion
|
|
Abstract:
|
The solution path of the LASSO estimator is often depicted as a piecewise linear path. Computational algorithms may take advantage of this fact. In this talk, we give an elementary explanation and show how computational efficiency follows.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2013 program
|
2013 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.