A new approach to variable selection in least squares problems
The title Lasso has been suggested by Tibshirani (1996) as a colourful name for a technique of variable selection which requires the minimization of a sum of squares subject to ...
Publications
2 shownOn the LASSO and its Dual
Abstract Proposed by Tibshirani, the least absolute shrinkage and selection operator (LASSO) estimates a vector of regression coefficients by minimizing the residual sum of squa...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 1,158
- Institution
- Australian National University
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.