Note that in the inexact case (i.e. observation error) this model (the Lasso) fits comfortably in a Bayesian framework. (Double exponential prior on u.) Leon already made this point below and jsteinhardt replied
Note that in the inexact case (i.e. observation error) this model (the Lasso) fits comfortably in a Bayesian framework. (Double exponential prior on u.) Leon already made this point below and jsteinhardt replied