Regression shrinkage and selection via the lasso: A retrospective

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Abstract

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. © 2011 Royal Statistical Society.

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Tibshirani, R. (2011). Regression shrinkage and selection via the lasso: A retrospective. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 73(3), 273–282. https://doi.org/10.1111/j.1467-9868.2011.00771.x

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