Optimization

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers, Boyd et al, 2010.
See also the ADMM page for other resources.

Proximal algorithms, Parikh & Boyd, 2013.

Group Lasso

Model selection and estimation in regression with grouped variables. Yuan and Lin, 2004.

A sparse-group Lasso, Simon, Friedman, Hasti, Tibshirani, 2013.

Group Lasso with overlap and graph Lasso. Jacob, Obozinski, and Vert, 2009.

The group lasso for logistic regression, Meier, van de Geer and Buhlmann, 2008.

Bias in the Lasso

The Adaptive Lasso and Its Oracle Properties, Zhou, 2006.

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties. Fan & Li, 2001. Bayesian Lasso, Park & Casella.

Images: TV sparse, wavelet sparse

Sparse MRI: The Application of Compressed Sensing for Rapid MR Imaging, Lustig et al

Higher degree total variation (HGTV) regularization for image recovery. Hu & Jacobs.

Other topics

The solution path of the genralized Lasso. Tibshirani and Taylor.

A significance test for the Lasso. Lockhart, Taylor, Tibshirani, & Tibshirani. 2013.