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. Author manuscript; available in PMC: 2010 Jan 14.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2009 Feb 20;71(3):615–636. doi: 10.1111/j.1467-9868.2009.00699.x

Table 1.

Special cases of the scout.

J1(Θxx) J2(Θ) Method
0 0 Least Squares
tr(Θxx) 0 Ridge Regression
tr(Θxx) ||Θ||1 Elastic Net
0 ||Θ||1 Lasso
0 ||Θ||2 Ridge Regression