most citedA Permutation Approach for Selecting the Penalty Parameter in Penalized Model Selection

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

stat.ML2014★ 1 cited

A Permutation Approach for Selecting the Penalty Parameter in Penalized Model Selection

Jeremy Sabourin, William Valdar, Andrew Nobel

We describe a simple, efficient, permutation based procedure for selecting the penalty parameter in the LASSO. The procedure, which is intended for applications where variable sele…