Abstract Details
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Activity Number:
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85
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Type:
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Contributed
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Date/Time:
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Sunday, August 4, 2013 : 4:00 PM to 5:50 PM
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Sponsor:
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International Chinese Statistical Association
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| Abstract - #309461 |
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Title:
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Exact Lasso Linear Regression
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Author(s):
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Kai Wang*+
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Companies:
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University of Iowa
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Keywords:
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LASSO ;
solution path ;
regularization ;
variable selection
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Abstract:
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LASSO is a recent regression technique for variable selection. Despite its increasing popularity in applications, its exact solution remains unclear and its solution paths are not fully understood. Solutions are typically determined numerically. A characterization of the LASSO linear regression solution paths is provided, which naturally leads to an intuitive and very simple algorithm for exact solution. This result indicates that predictors selected by LASSO can be obtained by using a forward stepwise selection procedure.
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Authors who are presenting talks have a * after their name.
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