Model Selection and Estimation in Regression with Grouped Variables
From MaRDI portal
Publication:5434731
DOI10.1111/J.1467-9868.2005.00532.XzbMath1141.62030OpenAlexW2138019504WikidataQ62065859 ScholiaQ62065859MaRDI QIDQ5434731
Publication date: 9 January 2008
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00532.x
Nonparametric regression and quantile regression (62G08) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (only showing first 100 items - show all)
MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection ⋮ Variable selection in multivariate linear models for functional data via sparse regularization ⋮ Hybrid safe-strong rules for efficient optimization in Lasso-type problems ⋮ Approximation accuracy, gradient methods, and error bound for structured convex optimization ⋮ Optimal variable selection in multi-group sparse discriminant analysis ⋮ Variable selection and regression analysis for graph-structured covariates with an application to genomics ⋮ Functional index coefficient models with variable selection ⋮ LASSO estimation of threshold autoregressive models ⋮ Estimates on compressed neural networks regression ⋮ Comment on: \(\ell _{1}\)-penalization for mixture regression models ⋮ Efficient nonconvex sparse group feature selection via continuous and discrete optimization ⋮ Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models ⋮ Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation ⋮ Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation ⋮ Coordinate-independent sparse sufficient dimension reduction and variable selection ⋮ Model selection and estimation in high dimensional regression models with group SCAD ⋮ Network-based sparse Bayesian classification ⋮ Shrinkage estimation of dynamic panel data models with interactive fixed effects ⋮ Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso ⋮ Incorporating grouping information in Bayesian variable selection with applications in genomics ⋮ Bayesian regularization via graph Laplacian ⋮ Consistent group selection in high-dimensional linear regression ⋮ Practical variable selection for generalized additive models ⋮ From compression to compressed sensing ⋮ Inferring multiple graphical structures ⋮ A majorization-minimization approach to variable selection using spike and slab priors ⋮ Structured, sparse regression with application to HIV drug resistance ⋮ Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models ⋮ The sparse Laplacian shrinkage estimator for high-dimensional regression ⋮ Oracle inequalities and optimal inference under group sparsity ⋮ Incorporating biological information into linear models: a Bayesian approach to the selection of pathways and genes ⋮ Block-based Bayesian epistasis association mapping with application to WTCCC type 1 diabetes data ⋮ Robust sure independence screening for ultrahigh dimensional non-normal data ⋮ CAM: causal additive models, high-dimensional order search and penalized regression ⋮ ANOVA for factors with ordered levels ⋮ On the linear convergence of the approximate proximal splitting method for non-smooth convex optimization ⋮ One-step sparse estimates in nonconcave penalized likelihood models ⋮ Selecting massive variables using an iterated conditional modes/medians algorithm ⋮ Operator-valued kernel-based vector autoregressive models for network inference ⋮ Oracle inequalities for high dimensional vector autoregressions ⋮ Semiparametric model building for regression models with time-varying parameters ⋮ Forward selection and estimation in high dimensional single index models ⋮ Iterative thresholding algorithms ⋮ Robust inference on average treatment effects with possibly more covariates than observations ⋮ Variable selection of varying dispersion student-\(t\) regression models ⋮ Smooth predictive model fitting in regression ⋮ Additive model selection ⋮ On the linear convergence of the alternating direction method of multipliers ⋮ Multiple-population shrinkage estimation via sliced inverse regression ⋮ Reduced-rank multi-label classification ⋮ Data based identification and prediction of nonlinear and complex dynamical systems ⋮ A coordinate gradient descent method for nonsmooth separable minimization ⋮ Shrinkage and model selection with correlated variables via weighted fusion ⋮ Dimensionality reduction by feature clustering for regression problems ⋮ Four encounters with system identification ⋮ Nonconcave penalized composite conditional likelihood estimation of sparse Ising models ⋮ Structured variable selection and estimation ⋮ Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms ⋮ Sparse modeling of categorial explanatory variables ⋮ Estimation of (near) low-rank matrices with noise and high-dimensional scaling ⋮ High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression ⋮ Statistical advances and challenges for analyzing correlated high dimensional SNP data in genomic study for complex diseases ⋮ Least angle and \(\ell _{1}\) penalized regression: a review ⋮ Segmentation of ARX-models using sum-of-norms regularization ⋮ Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer ⋮ Variable selection for semiparametric varying coefficient partially linear errors-in-variables models ⋮ Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping ⋮ The benefit of group sparsity ⋮ Variable selection in nonparametric additive models ⋮ Group and within-group variable selection for competing risks data ⋮ A regularized variable selection procedure in additive hazards model with stratified case-cohort design ⋮ Over relaxed hybrid proximal extragradient algorithm and its application to several operator splitting methods ⋮ Lasso-type recovery of sparse representations for high-dimensional data ⋮ Sparse regression using mixed norms ⋮ Some theoretical results on the grouped variables Lasso ⋮ Sparse optimal scoring for multiclass cancer diagnosis and biomarker detection using microarray data ⋮ Variable selection for varying-coefficient models with the sparse regularization ⋮ Properties and iterative methods for the lasso and its variants ⋮ Joint variable and rank selection for parsimonious estimation of high-dimensional matrices ⋮ Tight conditions for consistency of variable selection in the context of high dimensionality ⋮ Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals ⋮ Bayesian adaptive Lasso ⋮ Block splitting for distributed optimization ⋮ Penalized estimation in additive varying coefficient models using grouped regularization ⋮ The structured elastic net for quantile regression and support vector classification ⋮ A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems ⋮ Another look at linear programming for feature selection via methods of regularization ⋮ Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies ⋮ Multi-species distribution modeling using penalized mixture of regressions ⋮ Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models ⋮ Direct conditional probability density estimation with sparse feature selection ⋮ Input selection and shrinkage in multiresponse linear regression ⋮ On the degrees of freedom in shrinkage estimation ⋮ Elastic-net regularization in learning theory ⋮ A note on adaptive group Lasso ⋮ Regularized simultaneous model selection in multiple quantiles regression ⋮ Variable selection using penalized empirical likelihood ⋮ Sparsity and persistence: mixed norms provide simple signal models with dependent coefficients ⋮ The \(\ell_{2,q}\) regularized group sparse optimization: lower bound theory, recovery bound and algorithms ⋮ Group sparse optimization for learning predictive state representations
Uses Software
Cites Work
This page was built for publication: Model Selection and Estimation in Regression with Grouped Variables
