Conformalized LASSO
Conformalized LASSO was introduced in this technical report by Jing Lei. The paper also covers elastic net, and its methods are applicable to generalized Lasso, graphical Lasso, and sparse subspace estimation.
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Conformalized LASSO was introduced in this technical report by Jing Lei. The paper also covers elastic net, and its methods are applicable to generalized Lasso, graphical Lasso, and sparse subspace estimation.