This cluster of papers focuses on regularization and variable selection methods, particularly in the context of high-dimensional data analysis. It covers topics such as Lasso, model selection, sparse models, covariance estimation, survival analysis, random forests, and Bayesian methods.
Regularization; Variable Selection; Lasso; Model Selection; High-Dimensional Data; Sparse Models; Covariance Estimation; Survival Analysis; Random Forests; Bayesian Methods