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On Model Selection Consistency of Lasso

ZhaoPeng, Yubin Yubin

📖 Journal of Machine Learning Research → 📅 2006-12-01 🔗 DOI: 10.5555/1248547.1248637
View Journal Profile → View Official Paper ↗

📄 Abstract

Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such models, but usual…

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