A note on adaptive group Lasso

DOI10.1016/J.CSDA.2008.05.006zbMATH Open1452.62524OpenAlexW2046172123MaRDI QIDQ1023903FDOQ1023903

Publication date: 16 June 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2008.05.006

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Mathematics Subject Classification ID

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

Cites Work

The Adaptive Lasso and Its Oracle Properties
Least angle regression. (With discussion)
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Title not available (Why is that?)
Model Selection and Estimation in Regression with Grouped Variables
Asymptotics for Lasso-type estimators.
Regression coefficient and autoregressive order shrinkage and selection via the lasso
Tuning parameter selectors for the smoothly clipped absolute deviation method
On the Non-Negative Garrotte Estimator
A note on the Lasso and related procedures in model selection
Adaptive Lasso for Cox's proportional hazards model

Cited In (only showing first 100 items - show all)

Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures
Two-step adaptive model selection for vector autoregressive processes
``Grouping strategies and thresholding for high dimensional linear models: discussion
Variable selection with group Lasso approach: application to Cox regression with frailty model
Shrinkage estimation of dynamic panel data models with interactive fixed effects
Consistent tuning parameter selection in high-dimensional group-penalized regression
High-dimensional grouped folded concave penalized estimation via the LLA algorithm
On the oracle property of adaptive group Lasso in high-dimensional linear models
SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso
Factor selection and structural identification in the interaction ANOVA model
Variable selection in multivariate linear models for functional data via sparse regularization
Sparse additive ordinary differential equations for dynamic gene regulatory network modeling
Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
Bayesian variable selection and estimation for group Lasso
Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
A novel convex clustering method for high-dimensional data using semiproximal ADMM
Some theoretical results on the grouped variables Lasso
Consistency of the group Lasso and multiple kernel learning
Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
Group variable selection for relative error regression
Hypercube estimators: penalized least squares, submodel selection, and numerical stability
Adaptive group Lasso for high-dimensional generalized linear models
A uniform framework for the combination of penalties in generalized structured models
Sparse regression with multi-type regularized feature modeling
Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
An alternating determination-optimization approach for an additive multi-index model
Lag weighted lasso for time series model
Adaptive sup-norm regularized simultaneous multiple quantiles regression
Bayesian MIDAS penalized regressions: estimation, selection, and prediction
Convex optimization for group feature selection in networked data
A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
A random-effect model approach for group variable selection
Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
Adaptive fused LASSO in grouped quantile regression
Bayesian bridge regression
Data Integration with Oracle Use of External Information from Heterogeneous Populations
Adaptive group Lasso selection in quantile models
Searching for minimal optimal neural networks
Sparse approximate solution of fitting surface to scattered points by MLASSO model
Variable selection in quantile varying coefficient models with longitudinal data
An elastic-net penalized expectile regression with applications
Semi-supervised approach to event time annotation using longitudinal electronic health records
Bi-level variable selection via adaptive sparse group Lasso
Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
An algorithm for the multivariate group Lasso with covariance estimation
Proximal gradient method with automatic selection of the parameter by automatic differentiation
Pursuit of dynamic structure in quantile additive models with longitudinal data
Group variable selection and estimation in the Tobit censored response model
Regularized \(k\)-means clustering of high-dimensional data and its asymptotic consistency
Model selection and estimation in high dimensional regression models with group SCAD
Some aspects of response variable selection and estimation in multivariate linear regression
Penalized variable selection in competing risks regression
A fast unified algorithm for solving group-lasso penalize learning problems
Regression with adaptive Lasso and correlation based penalty
Asymptotic theory of the adaptive sparse group Lasso
Sparse Convex Clustering
Sparse spatially clustered coefficient model via adaptive regularization
Variable selection in general multinomial logit models
Hierarchically penalized quantile regression
Bayesian adaptive Lasso
Reduced-rank multi-label classification
Information criteria bias correction for group selection
Consistent group selection with Bayesian high dimensional modeling
Oracle efficient estimation of structural breaks in cointegrating regressions
Bayesian adaptive group Lasso with semiparametric hidden Markov models
Variable selection using the EM and CEM algorithms in mixtures of linear mixed models
On Hodges' superefficiency and merits of oracle property in model selection
Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso
Model selection strategies for identifying most relevant covariates in homoscedastic linear models
Large Spillover Networks of Nonstationary Systems
Robust estimation and selection for single-index regression model
Sparse kernel machine regression for ordinal outcomes
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
The information detection for the generalized additive model
A Lasso-type robust variable selection for time-course microarray data
An improved Lasso method and its application in log-linear models
Response variable selection in multivariate linear regression
A three-stage approach to identify biomarker signatures for cancer genetic data with survival endpoints
Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
Adaptive elastic-net selection in a quantile model with diverging number of variable groups
Robust signed-rank variable selection in linear regression
Model selection by pathwise marginal likelihood thresholding
Structure identification and variable selection in geographically weighted regression models
Locally Sparse Function-on-Function Regression
A hierarchical integrative group least absolute shrinkage and selection operator for analyzing environmental mixtures
Joint learning of multiple Granger causal networks via non-convex regularizations: inference of group-level brain connectivity
Doubly structured sparsity for grouped multivariate responses with application to functional outcome score modeling
Rule ensemble method with adaptive group Lasso for heterogeneous treatment effect estimation
Sparse group regularization for semi-continuous transportation data
Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method
Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables
A joint estimation approach to sparse additive ordinary differential equations
Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
Rank-based group variable selection
On the grouped selection and model complexity of the adaptive elastic net
Penetrating sporadic return predictability
Estimation of high-dimensional change-points under a group sparsity structure
Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data

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