-dimensional geoadditive models comprising LASSO regularization priors and mixed models with potentially non-normal random effects distribution … regression ; Dirichlet process mixtures ; LASSO ; P-splines …

similar forecast results. Using the LASSO, adaptive LASSO, and random subspace regression as dimension-reduction and variable … selection methods helps to improve forecasts where random subspace methods perform well for large parameter sets while the LASSO …

high dimensional by construction and sparse by assumption, is estimated using the Lasso. We apply this method to the …