This document discusses Lasso and Bayesian Lasso regression. It provides an overview of Lasso, which performs variable selection by shrinking coefficients towards zero. Bayesian Lasso regression places Laplace priors on the coefficients, allowing posterior inference using Gibbs sampling. The document demonstrates an example of Bayesian Lasso for diabetes data and prostate cancer data, comparing errors to non-Bayesian Lasso and examining coefficient estimates.