2 papers
stat.ME2026
Generalized Ridge Refitting for the Lasso and Prediction Improvement Bounds
Guo Liu
We study a class of Lasso based estimators obtained by applying a quadratic correction on the Lasso equicorrelation set. The penalty matrix determines both the magnitude and geomet…
math.ST2026
Prediction Suboptimality of the Lasso in Sparse Linear Regression
Guo Liu
The choice of the tuning parameter in the Lasso is central to its statistical performance in high-dimensional linear regression. In this work, we study tuning regimes under which t…