Corpus ID: 88514960

# Dual Lasso Selector

@article{Gauraha2017DualLS,
title={Dual Lasso Selector},
author={Niharika Gauraha},
journal={arXiv: Applications},
year={2017}
}
We consider the problem of model selection and estimation in sparse high dimensional linear regression models with strongly correlated variables. First, we study the theoretical properties of the dual Lasso solution, and we show that joint consideration of the Lasso primal and its dual solutions are useful for selecting correlated active variables. Second, we argue that correlations among active predictors are not problematic, and we derive a new weaker condition on the design matrix, called… Expand
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