A selective review of group selection in high-dimensional models

DOI10.1214/12-STS392zbMath1331.62347arXiv1204.6491OpenAlexW3099014882WikidataQ38156740 ScholiaQ38156740MaRDI QIDQ5965305

Jian Huang, Shuangge Ma, Patrick Breheny

Publication date: 3 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.6491

zbMATH Keywords

sparsitygroup Lassopenalized regressionoracle propertybi-level selectionconcave group selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Uses Software

• hgam
• sparsenet

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