6.4k citations · 14.8k across the 73 of their papers we have counts for
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math.ST2006★ 2.5k cited
High-dimensional graphs and variable selection with the Lasso
Nicolai Meinshausen, Peter Bühlmann
The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covarianc…
math.ST2006★ 322 cited
Boosting for high-dimensional linear models
Peter Bühlmann
We prove that boosting with the squared error loss, Boosting, is consistent for very high-dimensional linear models, where the number of predictor variables is allowed to grow…