Strong rules for discarding predictors in lasso-type problems

Tibshirani, Ryan J., Taylor, Jonathan, Simon, Noah, Hastie, Trevor, Friedman, Jerome, Bien, Jacob, Tibshirani, Robert . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2012. 74 (2) :245-266

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Bibtex

@article{CIS-449032,
  Author = {Tibshirani, Ryan J. and Taylor, Jonathan and Simon, Noah and Hastie, Trevor and Friedman, Jerome and Bien, Jacob and Tibshirani, Robert},
  Title = {Strong rules for discarding predictors in lasso-type problems},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {74},
  Number = {2},
  Year = {2012},
  Pages = {245--266},
  Keywords = {}
}

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