An algorithm for the multivariate group Lasso with covariance estimation
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A note on adaptive group Lasso
- A study of error variance estimation in Lasso regression
- Construction of disease risk scoring systems using logistic group Lasso: application to porcine reproductive and respiratory syndrome survey data
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection and estimation in the Gaussian graphical model
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Pathwise coordinate optimization
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust groupwise least angle regression
- Sparse group variable selection based on quantile hierarchical Lasso
- Sparse inverse covariance estimation with the graphical lasso
- Sparse permutation invariant covariance estimation
- Sparse reduced-rank regression with covariance estimation
- Statistics for high-dimensional data. Methods, theory and applications.
- The Group Lasso for Logistic Regression
Cited in
(9)- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study
- Cross-covariance matrix estimation for directional integration of dual-omics data
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Estimation of the error structure in multivariate response linear regression models
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
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