Sparse Linear Regression Algorithm

A Sparse Linear Regression Algorithm is a Linear Regression Algorithm in which the regression coefficients is a sparse dataset.

• Example(s):
  • a Distributed Sparse Linear Regression Algorithm (Mateos et al., 2010),
  • a Scaled Sparse Linear Regression Algorithm (Sun & Zhang, 2012),
  • ...
• Counter-Example(s):
  • Lasso Regression Algorithm,
  • Logistic Regression Algorithm,
  • Cox Model Regression Algorithm,
  • Forward Stepwise Regression Algorithm,
  • Principal Component Regression Algorithm,
  • Ridge Regression Algorithm.
• See: Linear Approximation, Linear Combination, Generalized Linear Model, Ridge Regression, Linear Correlation, Correlation Matrix, Gaussian Processes, Linear Predictor Function.

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References

2012

• (Sun & Zhang, 2012) ⇒ Tingni Sun, and Cun-Hui Zhang (2012). "Scaled Sparse Linear Regression". In: arXiv:1104.4595.

2010

• (Mateos et al., 2010) ⇒ Gonzalo Mateos, Juan Andres Bazerque, and Georgios B. Giannakis (2010). "Distributed Sparse Linear Regression". In: IEEE Transactions on Signal Processing, 58(10), 5262-5276.

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