Sparse modeling of categorial explanatory variables (Q542985): Difference between revisions

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+Simultaneous Factor Selection and Collapsing Levels in ANOVA
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+Boosting With the<i>L</i><sub>2</sub>Loss
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+The Group Lasso for Logistic Regression
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+Relaxed Lasso
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+Q4864293
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+Sparsity and Smoothness Via the Fused Lasso
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+Model Selection and Estimation in Regression with Grouped Variables
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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