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A random model approach for the LASSO

Author

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  • Scott Foster
  • Arūnas Verbyla
  • Wayne Pitchford

Abstract

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Suggested Citation

  • Scott Foster & Arūnas Verbyla & Wayne Pitchford, 2008. "A random model approach for the LASSO," Computational Statistics, Springer, vol. 23(2), pages 217-233, April.
    • Handle: RePEc:spr:compst:v:23:y:2008:i:2:p:217-233
    DOI: 10.1007/s00180-007-0033-4
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    Cited by:

    1. Diego Vidaurre & Concha Bielza & Pedro Larrañaga, 2012. "Lazy lasso for local regression," Computational Statistics, Springer, vol. 27(3), pages 531-550, September.
    2. Savin Ivan, 2013. "A Comparative Study of the Lasso-type and Heuristic Model Selection Methods," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(4), pages 526-549, August.
    3. Nott, David J. & Fielding, Mark & Leonte, Daniela, 2009. "On a generalization of the Laplace approximation," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1397-1403, June.

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