Group subset selection for linear regression

DOI10.1016/J.CSDA.2014.02.005MaRDI QIDQ1623472zbMATH OpenOpenAlexFDO

Authors Junbin Gao, Yi Guo, Mark N. Berman

Publication date 23 November 2018

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

Full work available at URL https://doi.org/10.1016/j.csda.2014.02.005

zbMATH Keywords

linear regressionscreeninggroup Lassosubset selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 5957245 (Why is no real title available?)
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 852525 (Why is no real title available?)
• A Fast Approach for Overcomplete Sparse Decomposition Based on Smoothed $\ell ^{0}$ Norm
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Bayesian Variable Selection in Linear Regression
• Building a robust linear model with forward selection and stepwise procedures
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Efficient algorithms for computing the best subset regression models for large-scale problems
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• Penalized discriminant analysis
• Sign-constrained least squares estimation for high-dimensional regression
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• Consistent group selection in high-dimensional linear regression

Describes a project that uses

Uses Software

• glmnet

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