This paper proposes a regularized regression procedure for finding a predictive relation between one variable and a field of other variables. The procedure estimates a linear prediction model under ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

We consider the generic regularized optimization problem $\hat{\beta}(\lambda)={\rm arg}\ {\rm min}_{\beta}\ L({\rm y},X\beta)+\lambda J(\beta)$. Efron, Hastie ...