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PATHWISE COORDINATE OPTIMIZATION
We consider “one-at-a-time” coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the L1-penalized regression (lasso) in theExpand
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A study of pre-validation
TLDR
We study pre-validation analytically to determine if the inferences drawn from it are valid and propose a permutation test to remedy this problem. Expand
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A coordinate-wise optimization algorithm for the Fused Lasso
L1-penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the Fused LassoExpand
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Discussion of: Statistical analysis of an archeological find
Discussion of ``Statistical analysis of an archeological find'' by Andrey Feuerverger [arXiv:0804.0079]
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Topics in statistical learning