MS6a, Exercises Week 6, Model Solution

vations from each of p genes. In [1] it is assumed that i , j = arg max{|β̂ij |} can be computed in time O(1) (it is also assumed that the inner products for updating the β̂ values can be computed in time O(1), but this is actually possible by using the fact that 〈Yk T , Y ∗ i − ηβ̂ijYj〉 = 〈Yk T , Y ∗ I 〉 − ηβ̂ij〈Yk T , Yi〉). This makes some sense, as the algorithm is implemented in Matlab and built-in iterations are immensely faster than programmed iterations.