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Regularization Paths for Cox’s Proportional Hazards Model via Coordinate Descent
survival Cox model lasso elastic net
2015/8/21
We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of `1 and `2 penalties (elastic net). Our algorithm fits via cyclical coordinate descent, a...
A two-way regularization method for MEG source reconstruction
Inverse problem MEG two-way regularization spatiotemporal
2012/11/23
The MEG inverse problem refers to the reconstruction of the neural activity of the brain from magnetoencephalography (MEG) measurements. We propose a two-way regularization (TWR) method to solve the M...