Adaptive group Lasso for high-dimensional generalized linear models
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Cites work
- A group bridge approach for variable selection
- A note on adaptive group Lasso
- A selective review of group selection in high-dimensional models
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Blockwise sparse regression
- Consistent group selection in high-dimensional linear regression
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonconcave Penalized Likelihood With NP-Dimensionality
- On the Non-Negative Garrotte Estimator
- On the oracle property of adaptive group Lasso in high-dimensional linear models
- The composite absolute penalties family for grouped and hierarchical variable selection
- The Group Lasso for Logistic Regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Weak convergence and empirical processes. With applications to statistics
Cited in
(40)- A note on adaptive group Lasso
- The group exponential Lasso for bi-level variable selection
- A group adaptive elastic-net approach for variable selection in high-dimensional linear regression
- Automatic grouping using smooth-threshold estimating equations
- An adaptive group Lasso approach for domain selection in functional generalized linear models
- Model-free conditional screening via conditional distance correlation
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood
- AIC for the group Lasso in generalized linear models
- Adaptive fused LASSO in grouped quantile regression
- Adaptive group bridge estimation for high-dimensional partially linear models
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
- Some properties of generalized fused Lasso and its applications to high dimensional data
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
- On the oracle property of adaptive group Lasso in high-dimensional linear models
- Adaptive group Lasso selection in quantile models
- Adaptive Lasso and group-Lasso for functional Poisson regression
- An improved Lasso method and its application in log-linear models
- The Group Lasso for Logistic Regression
- Grouping strategies and thresholding for high dimensional linear models
- Group selection in high-dimensional partially linear additive models
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso
- The log-linear group-lasso estimator and its asymptotic properties
- Adaptive lasso for generalized linear models with a diverging number of parameters
- Overlapping group lasso for high-dimensional generalized linear models
- Detection of similar successive groups in a model with diverging number of variable groups
- Group variable selection based on SCAD and MCP in generalized linear models
- Adaptive Lasso variable selection for high-dimensional mixture model
- A differential-geometric approach to generalized linear models with grouped predictors
- A selective review of group selection in high-dimensional models
- Bayesian group selection in logistic regression with application to MRI data analysis
- Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables
- Estimation and variable selection on sparse model with group structure
- Heteroscedasticity identification and variable selection via multiple quantile regression
- Variable selection for generalized linear model with highly correlated covariates
- Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
- Penalized Lq-likelihood estimator and its influence function in generalized linear models
- Parametric programming-based approximate selective inference for adaptive lasso, adaptive elastic net and group lasso
- Simultaneous factors selection and fusion of their levels in penalized logistic regression
- Consistent group selection using global-local shrinkage priors in sparse normal linear regression
- Group regression with tailored penalties for high-dimensional data with or without predefined groups
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