journal contribution
posted on 2002-12-13, 00:00 authored by Alessandro Rinaldo<p>In this note we show that, if β₁ and β₂ are two distinct solutions to the lasso problem min<sub>β∈Rp</sub>∥ y - Xβ∥2^2 + λ∥β∥1 for some n × p matrix X with p > n, then Xβ1 = Xβ2.</p>