Distributed Optimization and Statistical
Learning via the Alternating Direction
Method of Multipliers, Boyd et al, 2010.
See also the ADMM page for other resources.
Proximal algorithms, Parikh & Boyd, 2013.
Model selection and estimation in regression with grouped variables. Yuan and Lin, 2004.
A sparse-group Lasso, Simon, Friedman, Hasti, Tibshirani, 2013.
Group Lasso with overlap and graph Lasso. Jacob, Obozinski, and Vert, 2009.
The group lasso for logistic regression, Meier, van de Geer and Buhlmann, 2008.
Bias in the Lasso
The Adaptive Lasso and Its Oracle Properties, Zhou, 2006.
Variable Selection via Nonconcave Penalized
Likelihood and its Oracle Properties. Fan & Li, 2001.
Bayesian Lasso, Park & Casella.
Images: TV sparse, wavelet sparse
Sparse MRI: The Application of Compressed Sensing for Rapid MR Imaging, Lustig et al
Higher degree total variation (HGTV) regularization for image recovery. Hu & Jacobs.
The solution path of the genralized Lasso. Tibshirani and Taylor.
A significance test for the Lasso. Lockhart, Taylor, Tibshirani, & Tibshirani. 2013.