Computational and Applied Mathematics Seminar: Gabriel P. Langlois, Courant Institute, An exact and efficient algorithm for the Lasso regression problem based on a Hamilton-Jacobi PDE formulation
ZoomThe Basis Pursuit Denoising problem, also known as the least absolute shrinkage and selection operator (Lasso) problem, is a cornerstone of compressive sensing, statistics and machine learning. In high-dimensional problems,…