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Least-squares refitting is widely used in high dimensional regression to reduce the prediction bias of l1-penalized estimators (e.g., Lasso and Square-Root Lasso).
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Cited in the paper.
[author] Hebiri, M.M. and Lederer, J.J. (2013). How Correlations Influence Lasso Prediction. IEEE Trans. Inform. Theory 59 1846-1854. \endbibitem
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