Glmnet - References

Jerome Friedman, Trevor Hastie and Rob Tibshirani. (2008).
Regularization Paths for Generalized Linear Models via Coordinate Descent
Journal of Statistical Software, Vol. 33(1), 1-22 Feb 2010.

Noah Simon, Jerome Friedman, Trevor Hastie and Rob Tibshirani. (2011).
Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent
Journal of Statistical Software, Vol. 39(5) 1-13.

Robert Tibshirani, Jacob Bien, Jerome Friedman, Trevor Hastie, Noah Simon, Jonathan Taylor, Ryan J. Tibshirani. (2010).
Strong Rules for Discarding Predictors in Lasso-type Problems
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 74(2), 245-266.

Noah Simon, Jerome Friedman and Trevor Hastie (2013).
A Blockwise Descent Algorithm for Group-penalized Multiresponse and Multinomial Regression
(in arXiv, submitted)