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EugeneNdiaye / smoothed_concomitant_lasso

Joint estimation of location and scale parameters with l1 regularization.
http://iopscience.iop.org/article/10.1088/1742-6596/904/1/012006/meta
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ENH: add sparse code #3

Closed mathurinm closed 6 years ago

mathurinm commented 6 years ago

for really large datasets

mathurinm commented 6 years ago

Sorry, I forgot to add the title... Worth reopening?