Regression Shrinkage and Selection via The Lasso: A Retrospective
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- 20 April 2011
- journal article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 73 (3) , 273-282
- https://doi.org/10.1111/j.1467-9868.2011.00771.x
Abstract
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.Keywords
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