Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure (Q3459931)
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scientific article; zbMATH DE number 6528644
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| English | Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure |
scientific article; zbMATH DE number 6528644 |
Statements
Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure (English)
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11 January 2016
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coordinate descent algorithm
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eQTL
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genetic association
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high-dimensional data
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oracle inequalities
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sparsity
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multivariate sparse group Lasso variable selection
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0.8483525514602661
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0.8080878257751465
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0.8043157458305359
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0.7864909768104553
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