LASSO リソース
LASSO リソース
Hastie, Tibshirani and Wainwright,
Statistical Learning with Sparsity: The Lasso and Generalizations
SLSと省略する
LASSOの計算方法
Coordinate descent, SLS, p15
Elastic Net, SLS chapter 4
Fused Lasso, SLS
Group Lasso
Adaptive Lasso
関数データ解析, 川野、松井、廣瀬, chap 3