2 papers
stat.ME2022
Improving Group Lasso for high-dimensional categorical data
Szymon Nowakowski, Piotr Pokarowski, Wojciech Rejchel +1
Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or…
math.ST2019
Improving Lasso for model selection and prediction
Piotr Pokarowski, Wojciech Rejchel, Agnieszka Soltys +2
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for p…