Sparse regression with Multi-type Regularized Feature modeling

A data driven binning strategy for the construction of insurance tariff classes

(2018) Roel Henckaerts et al.   Scandinavian Actuarial Journal

An Augmented ADMM Algorithm With Application to the Generalized Lasso Problem

(2017) Yunzhang Zhu   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Fast and Flexible ADMM Algorithms for Trend Filtering

(2016) Aaditya Ramdas et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

A uniform framework for the combination of penalties in generalized structured models

(2015) Margret-Ruth Oelker et al.   Advances in Data Analysis and Classification

Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape

(2014) Nadja Klein et al.   INSURANCE MATHEMATICS & ECONOMICS

On the robustness of the generalized fused lasso to prior specifications

(2014) Vivian Viallon et al.   STATISTICS AND COMPUTING

Sparse modeling of categorial explanatory variables

(2011) Jan Gertheiss et al.   Annals of Applied Statistics

The solution path of the generalized lasso

(2011) Ryan J. Tibshirani et al.   ANNALS OF STATISTICS

Properties and refinements of the fused lasso

(2009) Alessandro Rinaldo   ANNALS OF STATISTICS

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

(2009) Amir Beck et al.   SIAM Journal on Imaging Sciences

Simultaneous Factor Selection and Collapsing Levels in ANOVA

(2008) Howard D. Bondell et al.   BIOMETRICS

A note on adaptive group lasso

(2008) Hansheng Wang et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS