This article is concerned with the computational aspect of l₁ regularization problems with a certain class of piecewise linear loss functions. The problem of computing the l₁ regularization path for a ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 30, No. 2 (1981), pp. 116-124 (9 pages) This paper develops a maximum likelihood method for estimating a piecewise ...
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