Quadratic programming and penalized regression
(2013)
Journal Article
Smith, A. D. A. C. (2013). Quadratic programming and penalized regression. Communications in Statistics - Theory and Methods, 42(7), 1363-1372. https://doi.org/10.1080/03610926.2012.732177
Quadratic programming is a versatile tool for calculating estimates in penalized regression. It can be used to produce estimates based on L1 roughness penalties, as in total variation denoising. In particular, it can calculate estimates when the roug... Read More about Quadratic programming and penalized regression.