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Regression shrinkage and selection via the lasso: a retrospective
Author(s) -
Tibshirani Robert
Publication year - 2011
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/j.1467-9868.2011.00771.x
Subject(s) - lasso (programming language) , shrinkage , selection (genetic algorithm) , regression , regression analysis , computer science , artificial intelligence , statistics , econometrics , machine learning , mathematics , world wide web
Summary. In the paper I give a brief review of the basic idea and some history and then discuss some developments since the original paper on regression shrinkage and selection via the lasso.