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Related papers: Discussion of "Least angle regression" by Efron et…

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Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]

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Least Angle Regression is a promising technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of LASSO ($\ell_1$-penalized regression) and…

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Efron et al. (2004) introduced least angle regression (LAR) as an algorithm for linear predictions, intended as an alternative to forward selection with connections to penalized regression. However, LAR has remained somewhat of a "black…

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