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On Model Selection Consistency of Lasso

Journal of Machine Learning ResearchPublished 1 December 2006
ZhaoPeng, Yubin Yubin
Citations1,010
SJR quartileQ1
SJR score2.02
SNIP3.07

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...

Keywords

Mathematics