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Solution path for a simulated dataset with correlation structure the same as Example 1 for (a) group Lasso, and SGL with (b) η=0.5, (c) η=0.2, and (d) η=0.1, where η=λ1/λ and λ=λ1+λ2. Solid lines are paths of non-zero groups and dashed lines are paths of irrelevant groups.
