Bala Rajaratnam, Steven Roberts, Doug Sparks, Onkar Dalal, Lasso regression: estimation and shrinkage via the limit of Gibbs sampling, Journal of the Royal Statistical Society. Series B (Statistical ...

Sokbae Lee, Myung Hwan Seo, Youngki Shin, The lasso for high dimensional regression with a possible change point, Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 78, ...

Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, ...