A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees (Q2953663)

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A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
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    5 January 2017
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    Lasso
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    regularization parameter
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    tuning parameter
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    high-dimensional regression
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    oracle inequalities
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    stat.ME
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    math.ST
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    stat.TH
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