1.9k citations · 3.1k across the 4 of their papers we have counts for
4 papers
On the "degrees of freedom" of the lasso
Hui Zou, Trevor Hastie, Robert Tibshirani
We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased e…
Sparse inverse covariance estimation with the lasso
Jerome Friedman, Trevor Hastie, Robert Tibshirani
We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we develop a si…
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…
Forward stagewise regression and the monotone lasso
Trevor Hastie, Jonathan Taylor, Robert Tibshirani +1
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it…