A fast trans-lasso algorithm with penalized weighted score function

DOI10.1016/J.CSDA.2023.107899MaRDI QIDQ6554251zbMATH OpenFDO

Authors Xianqiu Fan, Jun Cheng, Hailing Wang, Bin Zhang, Zhenzhen Chen

Publication date 12 June 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2023.107899

zbMATH Keywords

logistic regressiontransfer learningvariable selectionweighted score Lasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
• An interior-point method for large-scale l₁-regularized logistic regression
• Berry-Esseen type estimates for large deviation probabilities
• High-dimensional generalized linear models and the lasso
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• On the conditions used to prove oracle results for the Lasso
• Restricted eigenvalue properties for correlated Gaussian designs
• Scaled sparse linear regression
• Self-concordant analysis for logistic regression
• Simultaneous analysis of Lasso and Dantzig selector
• Square-root lasso: pivotal recovery of sparse signals via conic programming
• The Group Lasso for Logistic Regression
• Transfer Learning for High-Dimensional Linear Regression: Prediction, Estimation and Minimax Optimality

Cited in

(1)

• Robust transfer learning of high-dimensional generalized linear model

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