Some common techniques, listed from less complex to more complex, are: linear regression, linear lasso regression, linear ridge regression, k-nearest neighbors regression, (plain) kernel regression, ...

Sokbae Lee, Myung Hwan Seo, Youngki Shin, The lasso for high dimensional regression with a possible change point, Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 78, ...

Bala Rajaratnam, Steven Roberts, Doug Sparks, Onkar Dalal, Lasso regression: estimation and shrinkage via the limit of Gibbs sampling, Journal of the Royal Statistical Society.