Statistics
去偏Lasso
Debiased-LassoA statistical estimation method that corrects the bias introduced by the Lasso (Least Absolute Shrinkage and Selection Operator) by using a two-step procedure involving an initial estimate and a debiasing step. / 去偏Lasso
- Knowledge type
- 数学理论
- First proposed or discovered
- Proposer
- Turkey Farm member
- Creator
- 农场主
- Last updated
- 2026-10-08 07:58:10
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Main parameters and performance indicators
lambda: regularization parameter controlling the strength of the penaltyX: design matrix of predictor variablesy: response vector
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Related literature
ranked by community starsOnline-Forgetting Process for Debiased-Lasso Using Summary StatisticsOpen source
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1 recordsRecord title: Debiased-Lasso.
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