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Regression Shrinkage and Selection via The Lasso: A Retrospective
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Citations
67
References
2011
Year
Sparse RepresentationEngineeringHigh-dimensional MethodBrief ReviewFeature SelectionStatistical InferenceRegression ShrinkageStatistical Learning TheoryRegularization (Mathematics)StatisticsBasic Idea
Summary In the paper I give a brief review of the basic idea and some history and then discuss some developments since the original paper on regression shrinkage and selection via the lasso.
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