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    CSDA
    2007
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    Relaxed Lasso
    13 years 11 months ago
    Relaxed Lasso
    Download  www.stats.ox.ac.uk
    The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...
    Nicolai Meinshausen
    claim paper
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