HIGHLIGHTS
- who: Benjamin G. Stokell from the (UNIVERSITY) have published the article: High-dimensional regression with potential prior information on variable importance, in the Journal: (JOURNAL)
- what: The authors propose a simple scheme involving fitting a sequence of models indicated by the ordering. The authors show that the computational cost for fitting all models when ridge regression is used is no more than for a single fit of ridge regression and describe a strategy for Lasso regression that makes use of previous fits to greatly speed up fitting the entire sequence of models. The authors propose . . .
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