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Tibshirani, R. (1996). Regression shrinkage and selection via the
lasso. J. Royal. Statist. Soc B., Vol. 58, No. 1, pages 267-288).
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Efron, B., Johnstone, I., Hastie, T. and Tibshirani, R. (2002). Least
angle regression.
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M. J. Wainwright, P. Ravikumar and J. Lafferty. High-dimensional
graphical model selection using $\ell_1$-regularized logistic
regression. Presented at Advances in Neural Information Processing
Systems, December 2006. Vancouver. Canada
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"Analysis of Sparse Bayesian Learning". AC Faul, ME Tipping, NIPS 2002
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"Sparse Bayesian learning and the relevance vector machine" Tipping 2001
(There's also one from Bishop and Tipping on Variational Relevance
vector machines)
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Predictive automatic relevance determination by expectation
propagation, YA Qi, TP Minka, RW Picard, Z Ghahramani 2004.
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Assessing Relevance Determination Methods Using DELVE Radford
Neal. Neural Networks and Machine Learning, 1998
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For most large underdetermined systems of equations, the minimal
L1-norm near solution approximates the sparsest near-solution.
Donoho, D.L. 2006
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H. Zou, T. Hastie, and R. Tibshirani. Sparse Principal Component
Analysis. JCGS 2006 15(2): 262-286.