A Tuning Criterion for Admissibility Breakdown of the Lasso

We establish a tuning criterion above which the Lasso becomes inadmissible under mean squared prediction error loss. The current version is a progress report, and certain results and proofs may be refined in future updates.

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2025-09-29
DOI
https://doi.org/10.5281/zenodo.17220821
Primary Topic
Census and Population Estimation
Type
article
Field-Weighted Citation Impact
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article

A Tuning Criterion for Admissibility Breakdown of the Lasso

Zenodo (CERN European Organization for Nuclear Research)
Census and Population Estimation
article

A Tuning Criterion for Admissibility Breakdown of the Lasso

article en

Abstract

We establish a tuning criterion above which the Lasso becomes inadmissible under mean squared prediction error loss. The current version is a progress report, and certain results and proofs may be refined in future updates.

Zenodo (CERN European Organization for Nuclear Research)
Openalex Percentile: Top 41%
Census and Population Estimation
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A Tuning Criterion for Admissibility Breakdown of the Lasso · Zenodo (CERN European Organization for Nuclear Research) (2025) | TGRS Research Map | TGRS