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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

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Hong-Qiao Chen

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Preprint Oct 2026

Cointegrated Regressors: Where Folded Concave Penalties Go Beyond LASSO

LASSO is one of the most popular regularization methods for high-dimensional regression models. While cointegration is common in practical applications of predictive regressions with many regressors, the convex penalty of LASSO overly suppresses the coefficients of cointegrated regressors and therefore fails to deliver...

Hong-Qiao Chen, Cheng-Wang Liao, Zi-Wei Mei et al. · 0 citations

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