A group adaptive elastic-net approach for variable selection in high-dimensional linear regression

DOI10.1007/S11425-016-0071-XMaRDI QIDQ1705570zbMATH OpenOpenAlexFDO

Authors Jian Huang, Feng Qiu, Jianhua Hu

Publication date 16 March 2018

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-016-0071-x

zbMATH Keywords

high-dimensional regressiongroup variable selectionoracle propertyoracle inequalitiesgroup adaptive elastic-net

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A group bridge approach for variable selection
• A selective review of group selection in high-dimensional models
• Asymptotic Statistics
• Asymptotics for Lasso-type estimators.
• Decoding by Linear Programming
• Feature screening via distance correlation learning
• Model Selection and Estimation in Regression with Grouped Variables
• Nearly unbiased variable selection under minimax concave penalty
• On the adaptive elastic net with a diverging number of parameters
• Oracle inequalities and optimal inference under group sparsity
• Penalized methods for bi-level variable selection
• Regularization and Variable Selection Via the Elastic Net
• Simultaneous analysis of Lasso and Dantzig selector
• The Adaptive Lasso and Its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(19)

• Group variable selection via group sparse neural network
• Grouping strategies and thresholding for high dimensional linear models
• Usage of the GO estimator in high dimensional linear models
• Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm
• The adaptive gril estimator with a diverging number of parameters
• Grouping pursuit through a regularization solution surface
• Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
• On the adaptive elastic net with a diverging number of parameters
• Adaptive elastic-net selection in a quantile model with diverging number of variable groups
• Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data
• On the grouped selection and model complexity of the adaptive elastic net
• Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
• Model selection and estimation in high dimensional regression models with group SCAD
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
• On the grouped selection and model complexity of the adaptive elastic net
• Group variable selection with oracle property by weight-fused adaptive elastic net model for strongly correlated data
• Penalized linear regression methods where the predictors have grouping effect
• Model selection of hierarchically structured covariates using elastic net
• On grouping effect of elastic net

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