LASSO - Definition, Estimation, Uses and Geometry

LASSO, short for Least Absolute Shrinkage and Selection Operator, is a statistical formula whose main purpose is the feature selection

Interpretation of cross validation plot for Lasso regression - Cross Validated

18 Lasso Regression All Models Are Wrong: Concepts of Statistical Learning

KB Regularization Methods — Part 2, by Prof. Frenzel, Oct, 2023

Lasso Regressions and Forecasting Models in Applied Stress Testing in: IMF Working Papers Volume 2017 Issue 108 (2017)

Gene regulatory network inference using fused LASSO on multiple data sets

A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates - Freijeiro‐González - 2022 - International Statistical Review - Wiley Online Library

Inverse estimation scheme of radioactive source distributions inside building rooms based on monitoring air dose rates using LASSO: Theory and demonstration - ScienceDirect

Elastic Net - Definition, Variables, Guide

On the equivalency between frequentist Ridge (and LASSO) regression and hierarchial Bayesian regression

Porting Ideas to Math: A Step-by-Step Derivation of Graphical Lasso, by Jason X. Yang

Full article: A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection

A Complete Tutorial on Ridge and Lasso Regression in Python