The simplest form of regression in Python is, well, simple linear regression. With simple linear regression, you're trying to ...

Bala Rajaratnam, Steven Roberts, Doug Sparks, Onkar Dalal, Lasso regression: estimation and shrinkage via the limit of Gibbs sampling, Journal of the Royal Statistical Society.

The group lasso estimator for logistic regression is shown to be statistically consistent even if the number of predictors is much larger than sample size but with sparse true underlying structure. We ...