The Lasso: 22 years later

(Tuesday; Berkeley-Stanford joint colloquium)
Neyman Seminar
Berkeley-Stanford Joint Colloquium at Berkeley
Apr 11, 2017 4:00pm to 5:00pm
277 Cory Hall
Happening As Scheduled
In April 1995 I gave the Stanford-Berkeley seminar entitled "Regression Shrinkage and Selection via the Lasso". I will recount that day and review what has happened in this area of research since that time. I will also discuss some new developments (by others) in the computation of best subsets regression, a main competitor to the lasso, and present the results of a large scale numerical study...
Rob Tibshirani, Stanford University