This article is concerned with the computational aspect of l₁ regularization problems with a certain class of piecewise linear loss functions. The problem of computing the l₁ regularization path for a ...
Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...
The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and December by the Michael G. Foster School of Business at the University ...