High-dimensional grouped folded concave penalized estimation via the LLA algorithm

DOI10.1016/J.JKSS.2018.08.006MaRDI QIDQ1726165zbMATH OpenOpenAlexFDO

Authors Xiao Guo, Yao Wang, Hai Zhang

Publication date 19 February 2019

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2018.08.006

zbMATH Keywords

high-dimensional linear modelslocal linear approximationoracle estimatorfolded concave penaltygrouped variable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) 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 fast unified algorithm for solving group-lasso penalize learning problems
• A general theory of concave regularization for high-dimensional sparse estimation problems
• A note on adaptive group Lasso
• A selective review of group selection in high-dimensional models
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
• Consistency of the group Lasso and multiple kernel learning
• Consistent group selection in high-dimensional linear regression
• Estimation and selection via absolute penalized convex minimization and its multistage adaptive applications
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Model Selection and Estimation in Regression with Grouped Variables
• Nearly unbiased variable selection under minimax concave penalty
• Nonconcave Penalized Likelihood With NP-Dimensionality
• One-step sparse estimates in nonconcave penalized likelihood models
• Sparse optimization for nonconvex group penalized estimation
• Strong oracle optimality of folded concave penalized estimation
• The Adaptive Lasso and Its Oracle Properties
• The Concave-Convex Procedure
• The benefit of group sparsity

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