Reposted by Josh Popp
We are excited to share the publication of our new paper "Univariate-guided sparse regression", with commentary by Larry Wasserman, Bin Yu, Lucas Janson, Cynthia Rudin and others.
hdsr.mitpress.mit.edu/pub/3i97j340...
Comments welcome!
hdsr.mitpress.mit.edu
Univariate-Guided Sparse Regression