A doubly sparse approach for group variable selection
From MaRDI portal
Recommendations
- Sparse group variable selection via two nonconvex penalized regression models
- Penalized methods for bi-level variable selection
- A group bridge approach for variable selection
- Sparse regularization for bi-level variable selection
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
Cites work
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A group bridge approach for variable selection
- A selective review of group selection in high-dimensional models
- An extension of mechanism design optimization for motion generation
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Calibrating nonconvex penalized regression in ultra-high dimension
- Component selection and smoothing in multivariate nonparametric regression
- Consistent group selection in high-dimensional linear regression
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Global optimality of nonconvex penalized estimators
- Group variable selection via a hierarchical lasso and its oracle property
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Moderately clipped Lasso
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- Pathwise coordinate optimization
- Penalized methods for bi-level variable selection
- Piecewise linear regularized solution paths
- Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls
- Shrinkage tuning parameter selection with a diverging number of parameters
- Simultaneous analysis of Lasso and Dantzig selector
- Smoothly clipped absolute deviation on high dimensions
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- The Adaptive Lasso and Its Oracle Properties
- The Concave-Convex Procedure
- The benefit of group sparsity
- The group exponential Lasso for bi-level variable selection
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(7)- Variable selection, monotone likelihood ratio and group sparsity
- DC programming and DCA: thirty years of developments
- Interpretability of bi-level variable selection methods
- Group variable selection via SCAD-L2
- Group variable selection via group sparse neural network
- Sparse group variable selection based on quantile hierarchical Lasso
- A link-free sparse group variable selection method for single-index model
This page was built for publication: A doubly sparse approach for group variable selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1680797)
