A group bridge approach for variable selection
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Cited in
(only showing first 100 items - show all)- Penalized methods for bi-level variable selection
- The group exponential Lasso for bi-level variable selection
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Bayesian group bridge for bi-level variable selection
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Identification of local sparsity and variable selection for varying coefficient additive hazards models
- Sparse pathway-based prediction models for high-throughput molecular data
- A random-effect model approach for group variable selection
- On group-wise \(\ell_p\) regularization: theory and efficient algorithms
- A doubly sparse approach for group variable selection
- A group adaptive elastic-net approach for variable selection in high-dimensional linear regression
- Simultaneous variable selection and class fusion with penalized distance criterion based classifiers
- A note on the adaptive Lasso for zero-inflated Poisson regression
- Graph-induced restricted Boltzmann machines for document modeling
- A flexible shrinkage operator for fussy grouped variable selection
- Identification of breast cancer prognosis markers via integrative analysis
- Regularized joint estimation of related vector autoregressive models
- Adaptive group Lasso for high-dimensional generalized linear models
- High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets
- High-dimensional sign-constrained feature selection and grouping
- Bi-selection in the high-dimensional additive hazards regression model
- Some aspects of response variable selection and estimation in multivariate linear regression
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- VCSEL: prioritizing SNP-set by penalized variance component selection
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- A high-dimensional M-estimator framework for bi-level variable selection
- Objective Bayesian group variable selection for linear model
- Group selection via adjusted weighted least absolute deviation regression
- Bi-level feature selection in high dimensional AFT models with applications to a genomic study
- Consistent group selection with Bayesian high dimensional modeling
- An ensemble of inverse moment estimators for sufficient dimension reduction
- Hierarchically penalized additive hazards model with diverging number of parameters
- Bridge regression: adaptivity and group selection
- Grouped variable screening for ultra-high dimensional data for linear model
- Adaptive group bridge selection in the semiparametric accelerated failure time model
- Group variable selection in the Andersen-Gill model for recurrent event data
- AIC for the group Lasso in generalized linear models
- Identifying groups of variables with the potential of being large simultaneously
- A group VISA algorithm for variable selection
- Adaptive group bridge estimation for high-dimensional partially linear models
- \(l_{p}\)-norm regularization method (\( 0<p<1 \)) and DC programming for correction system of inconsistency linear inequalities
- Bi-level variable selection in semiparametric transformation models with right-censored data
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
- Bridge estimation for linear regression models with mixing properties
- Robust group non-convex estimations for high-dimensional partially linear models
- A necessary condition for the strong oracle property
- Component selection in the additive regression model
- Regularization for stationary multivariate time series
- Integrative analysis of prognosis data on multiple cancer subtypes
- A smoothing SQP framework for a class of composite L_q minimization over polyhedron
- The benefit of group sparsity in group inference with de-biased scaled group Lasso
- Prediction-based structured variable selection through the receiver operating characteristic curves
- Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients
- Analysis of survival data with group lasso
- Grouped variable selection using area under the ROC with imbalanced data
- Group selection in the Cox model with a diverging number of covariates
- Grouped feature screening for ultra-high dimensional data for the classification model
- An Iterative Sparse-Group Lasso
- BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
- Linearly constrained non-Lipschitz optimization for image restoration
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies
- Meta-analysis based variable selection for gene expression data
- Group variable selection via convex log-exp-sum penalty with application to a breast cancer survivor study
- Model determination and estimation for the growth curve model via group SCAD penalty
- Regression with outlier shrinkage
- Selection of tuning parameters in bridge regression models via Bayesian information criterion
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- GemBag: group estimation of multiple Bayesian graphical models
- Oracle efficient estimation of structural breaks in cointegrating regressions
- Group regularization for zero-inflated Poisson regression models with an application to insurance ratemaking
- Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach
- A group bridge approach for component selection in nonparametric accelerated failure time additive regression model
- Sparse structure selection and estimation
- Bayesian bridge quantile regression
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
- Linking lung airway structure to pulmonary function via composite bridge regression
- Sparse group variable selection based on quantile hierarchical Lasso
- Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine
- A link-free sparse group variable selection method for single-index model
- Implied volatility surface estimation via quantile regularization
- Computation of second-order directional stationary points for group sparse optimization
- Decoding Hidden Cognitive States From Behavior and Physiology Using a Bayesian Approach
- Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion
- Bi-level variable selection via adaptive sparse group Lasso
- Hierarchically penalized quantile regression
- Causal interaction in factorial experiments: application to conjoint analysis
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms
- Integrative analysis of cancer diagnosis studies with composite penalization
- Variable selection for frailty transformation models with application to diabetic complications
- Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions
- Group screening for ultra-high-dimensional feature under linear model
- Bayesian variable selection via a benchmark in normal linear models
- A selective review of group selection in high-dimensional models
- Individualized Multidirectional Variable Selection
- The reciprocal Bayesian bridge for left-censored data
- Functional Group Bridge for Simultaneous Regression and Support Estimation
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