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Petersen et al., 2016 - Google Patents

Fused lasso additive model

Petersen et al., 2016

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Document ID
8213338315214930198
Author
Petersen A
Witten D
Simon N
Publication year
Publication venue
Journal of Computational and Graphical Statistics

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We consider the problem of predicting an outcome variable using p covariates that are measured on n independent observations, in a setting in which additive, flexible, and interpretable fits are desired. We propose the fused lasso additive model (FLAM), in which …
Continue reading at pmc.ncbi.nlm.nih.gov (HTML) (other versions)

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