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Regression Shrinkage and Selection via the Lasso
SUMMARY We propose a new method for estimation in linear models. The 'lasso' minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than aExpand
Significance analysis of microarrays applied to the ionizing radiation response
A method that assigns a score to each gene on the basis of change in gene expression relative to the standard deviation of repeated measurements is described, suggesting that this repair pathway for UV-damaged DNA might play a previously unrecognized role in repairing DNA damaged by ionizing radiation. Expand
Least angle regression
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will beExpand
Statistical significance for genomewide studies
This work proposes an approach to measuring statistical significance in genomewide studies based on the concept of the false discovery rate, which offers a sensible balance between the number of true and false positives that is automatically calibrated and easily interpreted. Expand
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Edition
This major new edition features many topics not covered in the original, including graphical models, random forests, ensemble methods, least angle regression and path algorithms for the lasso, non-negative matrix factorization, and spectral clustering. Expand
Regularization Paths for Generalized Linear Models via Coordinate Descent.
In comparative timings, the new algorithms are considerably faster than competing methods and can handle large problems and can also deal efficiently with sparse features. Expand
Sparse inverse covariance estimation with the graphical lasso.
Using a coordinate descent procedure for the lasso, a simple algorithm is developed that solves a 1000-node problem in at most a minute and is 30-4000 times faster than competing methods. Expand
Generalized Additive Models
The class of generalized additive models is introduced, which replaces the linear form E fjXj by a sum of smooth functions E sj(Xj), and has the advantage of being completely auto- matic, i.e., no "detective work" is needed on the part of the statistician. Expand