Regression shrinkage and selection via the Lasso: a retrospective
نویسندگان
چکیده
Presented at the RSS annual meeting 2010, Brighton, U.K. The work discussed here represents collaborations with many people, especially Bradley Efron, Jerome Friedman, Trevor Hastie, Holger Hoefling, Iain Johnstone, Ryan Tibshirani and Daniela Witten I would like to thank the research section of the Royal Statistical Society for inviting me to present this retrospective paper. In this paper I give a brief review of the basic idea, some history, and then discuss some developments since the original paper.
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