6533b7d6fe1ef96bd12674fc
RESEARCH PRODUCT
Generalizing LARS algorithm using differential geometry
Luigi AugugliaroE. Witsubject
LARS path following algorithm differential geometrySettore SECS-S/01 - Statisticadescription
We propose a path following algorithm for generalized linear models that can be considered a differential geometric generalization of the LARS algorithm. In our approach we use differential geometry to generalize the equiangular condition on which is based the LARS algorithm and then we use a predictor-corrector method to compute the solution path of the coefficients.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2009-01-01 |