JSTOR Daily

A Homotopy Algorithm for the Quantile Regression Lasso and Related Piecewise Linear Problems

We show that the homotopy algorithm of Osborne, Presnell, and Turlach (2000), which has proved such an effective optimal path following method for implementing Tibshirani's "lasso" for variable ...
JSTOR Daily

Regression Coefficient and Autoregressive Order Shrinkage and Selection Via the Lasso

The least absolute shrinkage and selection operator ('lasso') has been widely used in regression shrinkage and selection. We extend its application to the regression model with autoregressive errors.
International Monetary Fund

Lasso Regressions and Forecasting Models in Applied Stress Testing

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have ...
Hosted on MSN

Lasso-LR Model Best for Predicting AKI Mortality in Alcoholic Cirrhosis

TUESDAY, May 27, 2025 (HealthDay News) -- The least absolute shrinkage and selection operator-logistic regression (Lasso-LR) model is optimal for predicting in-hospital mortality for adult patients ...
Computer Weekly

Oxagile on predictive analytics: 3 types of regression algorithms you should know

The latest trends in software development from the Computer Weekly Application Developer Network. This is a guest post for the Computer Weekly Developer Network written by Yana Yelina in her role as ...