Strong Rules for Discarding Predictors in Lasso-Type Problems
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Publication:5743136
DOI10.1111/j.1467-9868.2011.01004.xzbMath1411.62213arXiv1011.2234OpenAlexW2131060185WikidataQ34674446 ScholiaQ34674446MaRDI QIDQ5743136
Jacob Bien, Ryan J. Tibshirani, Jonathan E. Taylor, Robert Tibshirani, Noah Robin Simon, Trevor Hastie, Jerome H. Friedman
Publication date: 9 May 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.2234
Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical mathematical programming methods (65K05)
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