Ontology highlight
ABSTRACT:
SUBMITTER: Petersen A
PROVIDER: S-EPMC5321231 | biostudies-literature | 2016
REPOSITORIES: biostudies-literature
Petersen Ashley A Witten Daniela D Simon Noah N
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20161110 4
We consider the problem of predicting an outcome variable using <i>p</i> covariates that are measured on <i>n</i> independent observations, in a setting in which additive, flexible, and interpretable fits are desired. We propose the <i>fused lasso additive model</i> (FLAM), in which each additive function is estimated to be piecewise constant with a small number of adaptively-chosen knots. FLAM is the solution to a convex optimization problem, for which a simple algorithm with guaranteed converg ...[more]