Tag: bridge
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Pathwise optimization for bridge-type estimators and its applications
Pathwise optimization for bridge-type estimators and its applications arXiv:2412.04047v1 Announce Type: new Abstract: Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the full solution path for penalized estimators, for any possible value of the penalization parameter $lambda$. In…