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The Lasso as an l1-ball model selection procedure

Pascal Massart 1, 2 Caroline Meynet 1, 2
2 SELECT - Model selection in statistical learning
LMO - Laboratoire de Mathématiques d'Orsay, Inria Saclay - Ile de France
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https://hal.inria.fr/hal-00945519
Contributor : Erwan Le Pennec <>
Submitted on : Wednesday, February 12, 2014 - 2:07:48 PM
Last modification on : Thursday, June 17, 2021 - 3:50:39 AM

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Pascal Massart, Caroline Meynet. The Lasso as an l1-ball model selection procedure. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2011, 5. ⟨hal-00945519⟩

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