The benefit of group sparsity

DOI10.1214/09-AOS778zbMath1202.62052arXiv0901.2962MaRDI QIDQ987996

Publication date: 24 August 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2962

zbMATH Keywords

parameter estimation regression variable selection sparsity group Lasso group sparsity Lasso \(L_1\) regularization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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