2 problems

Lasso active-set constraints. The Lasso choice must satisfy ${\mathcal A}_1\subseteq {\mathcal A}$ and ${\mathcal A}\subseteq {\mathcal A}_{10}$; moreover, $w_{\mathcal A}$ cannot…

Let $(X_i,Y_i)_{i=1}^{n+1}$ follow the data-generating process described in Section 2, let $\hat{\beta}$ be the LASSO estimator fit on all $n+1$ observations, and let…