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

Symmetry, Free Full-Text

Full article: A Note on Cross-Validation for Lasso Under Measurement Errors

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

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

Robust Moderately Clipped LASSO for Simultaneous Outlier Detection and Variable Selection

Ridge & Lasso Regularization

Intuitive and Visual Explanation on the differences between L1 and L2 regularization

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

Critical values of exact recovery for the lasso (dashed) and marginal

PDF] The Geometry of Uniqueness, Sparsity and Clustering in Penalized Estimation

E-Book A History of Algorithms - Linear regularisation techniques

Mathematics, Free Full-Text

Lasso & Ridge Regression A Comprehensive Guide in Python & R

Lesson 5: Regression Shrinkage Methods

Regularization in R Tutorial: Ridge, Lasso & Elastic Net Regression