The Lasso: some novel algorithms and applications
Seminar Room 1, Newton Institute
I will discuss some procedures for modelling high-dimensional data, based on L1 (lasso) -style penalties. I will describe pathwise coordinate descent algorithms for the lasso, which are remarkably fast and facilitate application of the methods to very large datasets for the first time. I will then give examples of new applications of the methods to microarray classification, undirected graphical models for cell pathways, and the fused lasso for signal detection, including comparative genomic hybridization.
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