Resources GLMs Generalised Linear Models Sparsity book Hastie, Tibshirani, Wright. Statistical Learning with Sparsity: The Lasso and Generalizations, 2015 Coordinate descent Zou, Hastie. Regularization and Variable Selection via the Elastic Net, 2004 S. Wright. The Revival of Coordinate Descent Methods Coordinate descent applied to GLMs Gordon, Tibshirani. Coordinate descent Wu, Lange. Coordinate Descent Algorithms for LASSO Penalized Regression Friedman et. al. Pathwise coordinate optimization, 2007 Scheinberg, Tang. Practical Inexact Proximal Quasi-Newton Method with Global Complexity Analysis, 2015 GAMs GAM: The Predictive Modeling Silver Bullet Fitting a Simple Additive Model in Python Group Lasso Ivanoff et. al. Adaptive Lasso and group-Lasso for functional Poisson regression Misc Candès, Wakin, Boyd. Enhancing Sparsity by Reweighted l1 Minimization