Lasso-type recovery of sparse representations for high-dimensional data

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently discovered that the sparsity pattern of the Lasso estimator can...

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Bibliographic Details
Main Authors: Meinshausen, N, Yu, B
Format: Journal article
Language:English
Published: 2008