Example of a full regularization path for L0 adaptive ridge linear regression with n = 300, p = 50, and β* = 0 except for the first k = 10 coordinates.
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posted on 2016-02-05, 11:51 authored by Florian Frommlet, Grégory NuelThe covariates Xi,j and non-zero coefficients βj are independently drawn from normal random variables according to and .
