This article is concerned with the computational aspect of l₁ regularization problems with a certain class of piecewise linear loss functions. The problem of computing the l₁ regularization path for a ...

The Annals of Statistics, Vol. 49, No. 5 (October 2021), pp. 2531-2551 (21 pages) Proposed by Donoho (Ann. Statist. 25 (1997) 1870–1911), Dyadic CART is a nonparametric regression method which ...