Open Banana1530 opened 6 years ago
We need to find good estimates of degrees of freedom for different penalties if we are using BIC for model selection.
Lasso, fused lasso, sparse fused lasso. Table 1 of THE SOLUTION PATH OF THE GENERALIZED LASSO
many others
We need to find good estimates of degrees of freedom for different penalties if we are using BIC for model selection.
Lasso, fused lasso, sparse fused lasso. Table 1 of THE SOLUTION PATH OF THE GENERALIZED LASSO
many others