Distributed sparse linear regression

The Lasso is a popular technique for joint estimation and continuous variable selection, especially well-suited for sparse and possibly under-determined linear regression problems. This paper develops algorithms to estimate the regression coefficients via Lasso when the training data are distributed...

Full description

Bibliographic Details

Main Author:	Mateos, Gonzalo (author)
Other Authors:	Bazerque, Juan Andrés (author), Giannakis, Georgios B (author)
Format:	article
Language:	English
Published:	2010
Subjects:	Distributed linear regression Lasso Parallel optimization Sparse estimation Sistemas y Control
Online Access:	https://hdl.handle.net/20.500.12008/38723
Tags:	Add Tag No Tags, Be the first to tag this record!