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    ICML
    2008
    IEEE
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    Bolasso: model consistent Lasso estimation through the bootstrap
    14 years 5 months ago
    Bolasso: model consistent Lasso estimation through the bootstrap
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    We consider the least-square linear regression problem with regularization by the 1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptot...
    Francis R. Bach
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