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Finding the sparsest solution to underdetermined systems of linear equations y = Φx is NP-hard in general. We show here that for systems with ‘typical’/‘random’ Φ, a good approximation to the sparse...
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron,Hastie, Johnstone & Tibshirani (2004) it is proved that the le...
We also study a condition under which the coefficient paths of the lasso are monotone, and hence the different algorithms coincide. Finally, we compare the lasso and forward stagewise pro...
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the l...
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the...

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