79 citations · 261 across the 26 of their papers we have counts for
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stat.ME2012★ 56 cited
Measurement Error in Lasso: Impact and Correction
Øystein Sørensen, Arnoldo Frigessi, Magne Thoresen
Regression with the lasso penalty is a popular tool for performing dimension reduction when the number of covariates is large. In many applications of the lasso, like in genomics,…
stat.ME2012
Safe preselection in lasso-type problems by cross-validation freezing
Linn Cecilie Bergersen, Ismaïl Ahmed, Arnoldo Frigessi +2
We propose a new approach to safe variable preselection in high-dimensional penalized regression, such as the lasso. Preselection - to start with a manageable set of covariates - h…