[R] Matrix-free fused lasso

Antony Lee antony.lee at berkeley.edu
Tue Feb 16 08:37:20 CET 2016

I am looking for an implementation of the fused lasso that allows the
predictor matrix to be an "abstract" linear operator, namely the cumulative
sum (that is, (X.b)_i = sum(b_k, k=1..i)) (due to the size of the problem,
forming the entire matrix is unlikely to be a good approach).  Any pointers
would be welcome.

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