1.9k citations · 2k across the 4 of their papers we have counts for
4 papers
A coordinate-wise optimization algorithm for the Fused Lasso
Holger Höfling, Harald Binder, Martin Schumacher
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 F…
A study of pre-validation
Holger Höfling, Robert Tibshirani
Given a predictor of outcome derived from a high-dimensional dataset, pre-validation is a useful technique for comparing it to competing predictors on the same dataset. For microar…
Discussion of: Statistical analysis of an archeological find
Holger Höfling, Larry Wasserman
Discussion of ``Statistical analysis of an archeological find'' by Andrey Feuerverger [arXiv:0804.0079]
Pathwise coordinate optimization
Jerome Friedman, Trevor Hastie, Holger Höfling +1
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 -penalized re…