1 code implementation • 27 Jul 2017 • Brian D. Segal, Michael R. Elliott, Thomas Braun, Hui Jiang
In addition to $\ell_2$ penalties, $\ell_1$-type penalties have been used in nonparametric and semiparametric regression to achieve greater flexibility, such as in locally adaptive regression splines, $\ell_1$ trend filtering, and the fused lasso additive model.
Methodology 62G08 (Primary), 62P10 (Secondary)
