The composite absolute penalties family for grouped and hierarchical variable selection

DOI10.1214/07-AOS584zbMath1369.62164arXiv0909.0411OpenAlexW1994309289MaRDI QIDQ1043749

Publication date: 9 December 2009

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

Full work available at URL: https://arxiv.org/abs/0909.0411

zbMATH Keywords

linear regression variable selection penalized regression hierarchical models coefficient paths grouped selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (only showing first 100 items - show all)

Nonnegative-Lasso and application in index tracking ⋮ P-splines with an \(\ell_1\) penalty for repeated measures ⋮ Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling ⋮ Tuning parameter selection in sparse regression modeling ⋮ An analysis of penalized interaction models ⋮ Linearized alternating direction method of multipliers for sparse group and fused Lasso models ⋮ Joint estimation of precision matrices in heterogeneous populations ⋮ Biclustering via structured regularized matrix decomposition ⋮ An auxiliary function approach for Lasso in music composition using cellular automata ⋮ Identification of homogeneous and heterogeneous variables in pooled cohort studies ⋮ Structured Sparsity: Discrete and Convex Approaches ⋮ Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies ⋮ Objective Bayesian group variable selection for linear model ⋮ Robust grouped variable selection using distributionally robust optimization ⋮ Robust shrinkage estimation and selection for functional multiple linear model through LAD loss ⋮ Data shared Lasso: a novel tool to discover uplift ⋮ Robust groupwise least angle regression ⋮ A lasso for hierarchical interactions ⋮ Variable selection and structure identification for varying coefficient Cox models ⋮ Graph structured sparse subset selection ⋮ Estimating the health effects of environmental mixtures using Bayesian semiparametric regression and sparsity inducing priors ⋮ Generalized Kalman smoothing: modeling and algorithms ⋮ Regression with outlier shrinkage ⋮ Grouping strategies and thresholding for high dimensional linear models ⋮ Discussion about ``Grouping strategies and thresholding for high dimensional linear models ⋮ Model selection for functional linear regression with hierarchical structure ⋮ A distributed algorithm for fitting generalized additive models ⋮ Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation ⋮ Learning with optimal interpolation norms ⋮ The LASSO on latent indices for regression modeling with ordinal categorical predictors ⋮ Sparse and low-rank matrix regularization for learning time-varying Markov networks ⋮ Structural properties of affine sparsity constraints ⋮ Support union recovery in high-dimensional multivariate regression ⋮ Fast projections onto mixed-norm balls with applications ⋮ Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data ⋮ A unified formulation for generalized oilfield development optimization ⋮ Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization ⋮ Regularizers for structured sparsity ⋮ An alternating determination-optimization approach for an additive multi-index model ⋮ Hierarchical sparse modeling: a choice of two group Lasso formulations ⋮ Theoretical properties of the overlapping groups Lasso ⋮ Smoothing proximal gradient method for general structured sparse regression ⋮ Sparsity with sign-coherent groups of variables via the cooperative-Lasso ⋮ Variable selection for sparse Dirichlet-multinomial regression with an application to microbiome data analysis ⋮ Forest Garrote ⋮ Minimax sparse principal subspace estimation in high dimensions ⋮ Composite kernel learning ⋮ Proximal methods for the latent group lasso penalty ⋮ Oracle inequalities and optimal inference under group sparsity ⋮ Variable selection techniques after multiple imputation in high-dimensional data ⋮ A two-stage regularization method for variable selection and forecasting in high-order interaction model ⋮ Concave group methods for variable selection and estimation in high-dimensional varying coefficient models ⋮ On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression ⋮ Fixed and Random Effects Selection in Mixed Effects Models ⋮ Additive model selection ⋮ Logistic regression: from art to science ⋮ Learning with tensors: a framework based on convex optimization and spectral regularization ⋮ Structured, Sparse Aggregation ⋮ Factor Selection and Structural Identification in the Interaction ANOVA Model ⋮ Hierarchically penalized additive hazards model with diverging number of parameters ⋮ Efficient primal-dual fixed point algorithms with dynamic stepsize for composite convex optimization problems ⋮ Structured variable selection and estimation ⋮ Multinomial logit models with implicit variable selection ⋮ Adaptive group Lasso for high-dimensional generalized linear models ⋮ Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer ⋮ A novel T-S fuzzy systems identification with block structured sparse representation ⋮ Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping ⋮ Truncated estimation in functional generalized linear regression models ⋮ A flexible shrinkage operator for fussy grouped variable selection ⋮ Low Complexity Regularization of Linear Inverse Problems ⋮ Sparse regression using mixed norms ⋮ Bayesian indicator variable selection to incorporate hierarchical overlapping group structure in multi-omics applications ⋮ OR Forum—An Algorithmic Approach to Linear Regression ⋮ On integer and MPCC representability of affine sparsity ⋮ Model Selection for High-Dimensional Quadratic Regression via Regularization ⋮ Bi-selection in the high-dimensional additive hazards regression model ⋮ Fast global convergence of gradient methods for high-dimensional statistical recovery ⋮ Tight conditions for consistency of variable selection in the context of high dimensionality ⋮ Robust group non-convex estimations for high-dimensional partially linear models ⋮ Bayesian adaptive Lasso ⋮ The structured elastic net for quantile regression and support vector classification ⋮ Another look at linear programming for feature selection via methods of regularization ⋮ Multi-species distribution modeling using penalized mixture of regressions ⋮ Multiple Response Regression for Gaussian Mixture Models with Known Labels ⋮ AIC for the group Lasso in generalized linear models ⋮ Interaction Screening for Ultrahigh-Dimensional Data ⋮ Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors ⋮ BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications ⋮ Variable selection in functional regression models: a review ⋮ The adaptive BerHu penalty in robust regression ⋮ Rank-based group variable selection ⋮ Investigating consumers' store-choice behavior via hierarchical variable selection ⋮ An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint ⋮ Toward a theory of molecular computing ⋮ Sparse hierarchical regression with polynomials ⋮ Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces ⋮ Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models ⋮ Information criteria bias correction for group selection ⋮ Structured estimation for the nonparametric Cox model ⋮ Network‐Based Penalized Regression With Application to Genomic Data

Uses Software

Cites Work

This page was built for publication: The composite absolute penalties family for grouped and hierarchical variable selection