Imposition of a lasso penalty shrinks parameter estimates toward zero and performs continuous model selection. Lasso penalized regression is capable of handling linear regression problems where the ...

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the ...

Instructor Fall 2016: Sriram SankaranarayananPrerequisitesCalculus I,II + Algorithms + Linear Algebra.Topics CoveredRoughly, we will cover the following topics (some of them may be skipped depending ...