Pierre Garrigues, Laurent El Ghaoui. An Homotopy Algorithm for the Lasso with Online Observations. In Daphne Koller, Dale Schuurmans, Yoshua Bengio, Léon Bottou, editors, Advances in Neural Information Processing Systems 21, Proceedings of the Twenty-Second Annual Conference on Neural Information Processing Systems, Vancouver, British Columbia, Canada, December 8-11, 2008. pages 489-496, MIT Press, 2008. [doi]
Abstract is missing.