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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
Inria Saclay - Ile de France, LMO - Laboratoire de Mathématiques d'Orsay
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https://hal.inria.fr/hal-00945519
Contributor : Erwan Le Pennec Connect in order to contact the contributor
Submitted on : Wednesday, February 12, 2014 - 2:07:48 PM
Last modification on : Sunday, June 26, 2022 - 12:00:49 PM

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  • HAL Id : hal-00945519, version 1

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

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