Penalized methods for bi-level variable selection

DOI10.4310/SII.2009.V2.N3.A10zbMATH Open1245.62034OpenAlexW2120160881WikidataQ33997121 ScholiaQ33997121MaRDI QIDQ123387FDOQ123387

Authors: Patrick Breheny, Jian Huang 

Publication date: 2009

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2009.v2.n3.a10

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (86)

• Model determination and estimation for the growth curve model via group SCAD penalty
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Simultaneous nonparametric regression in RADWT dictionaries
• Variable Selection in the Presence of Factors: A Model Selection Perspective
• Promote sign consistency in the joint estimation of precision matrices
• Group variable selection for data with dependent structures
• Integrative analysis of cancer diagnosis studies with composite penalization
• Regularized joint estimation of related vector autoregressive models
• Penalized estimation in additive varying coefficient models using grouped regularization
• Sparse group lasso for multiclass functional logistic regression models
• BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
• Covariate-adjusted inference for differential analysis of high-dimensional networks
• High-dimensional generalized linear models incorporating graphical structure among predictors
• RCV-based error density estimation in the ultrahigh dimensional additive model
• A high-dimensional M-estimator framework for bi-level variable selection
• Adaptive group bridge selection in the semiparametric accelerated failure time model
• A random-effect model approach for group variable selection
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• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
• Fixed and Random Effects Selection in Mixed Effects Models
• Bayesian bridge regression
• Data Integration with Oracle Use of External Information from Heterogeneous Populations
• Group screening for ultra-high-dimensional feature under linear model
• Robust Bayesian Variable Selection for Gene–Environment Interactions
• Bayesian group bridge for bi-level variable selection
• Integrative weighted group Lasso and generalized local quadratic approximation
• Bi-selection in the high-dimensional additive hazards regression model
• A group bridge approach for variable selection
• grpreg
• Grouped feature screening for ultra-high dimensional data for the classification model
• Efficient nonconvex sparse group feature selection via continuous and discrete optimization
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
• Bi-level variable selection via adaptive sparse group Lasso
• The group exponential Lasso for bi-level variable selection
• Group variable selection via convex log-exp-sum penalty with application to a breast cancer survivor study
• Bi-level variable selection in semiparametric transformation models with right-censored data
• Confounder selection via penalized credible regions
• Asymptotic properties of concave \(L_1\)-norm group penalties
• \textsf{cmenet}: A new method for bi-level variable selection of conditional main effects
• A doubly sparse approach for group variable selection
• Bayesian sparse reduced rank multivariate regression
• Sparse regularization for bi-level variable selection
• Wavelet-based robust estimation and variable selection in nonparametric additive models
• Objective Bayesian group variable selection for linear model
• Model selection for Cox models with time-varying coefficients
• Group variable selection in the Andersen-Gill model for recurrent event data
• An automated approach towards sparse single-equation cointegration modelling
• VCSEL: prioritizing SNP-set by penalized variance component selection
• Robust groupwise least angle regression
• A group adaptive elastic-net approach for variable selection in high-dimensional linear regression
• Bi-level feature selection in high dimensional AFT models with applications to a genomic study
• Group regularization for zero-inflated Poisson regression models with an application to insurance ratemaking
• A selective review of group selection in high-dimensional models
• Sparse group variable selection via two nonconvex penalized regression models
• Variable selection for correlated bivariate mixed outcomes using penalized generalized estimating equations
• Additive model selection
• Penalised variable selection with U-estimates
• Bayesian group selection in logistic regression with application to MRI data analysis
• The composite absolute penalties family for grouped and hierarchical variable selection
• Consistent group selection with Bayesian high dimensional modeling
• Grouped variable screening for ultra-high dimensional data for linear model
• Group variable selection via group sparse neural network
• Oracle efficient estimation of structural breaks in cointegrating regressions
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• Penalized estimation of a class of single‐index varying‐coefficient models for integrative genomic analysis
• A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
• Bi-level structured functional analysis for genome-wide association studies
• Scalable algorithms for semiparametric accelerated failure time models in high dimensions
• Integrative sparse partial least squares
• Detecting clusters in multivariate response regression
• Integrative analysis of `-omics' data using penalty functions
• Bridge estimation for linear regression models with mixing properties
• Bi-level variable selection in semiparametric transformation mixture cure models for right-censored data
• Interpretability of bi-level variable selection methods
• Sparse group penalties for bi-level variable selection
• Model selection for inferring Gaussian graphical models
• Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
• Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients
• Scalable empirical Bayes inference and Bayesian sensitivity analysis
• Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine
• Discovering interpretable structure in longitudinal predictors via coefficient trees
• Stagewise generalized estimating equations with grouped variables
• Estimation of multiple networks with common structures in heterogeneous subgroups
• Time-weighted nonnegative bridge index-tracking model and its application
• Consistent group selection using nonlocal priors in regression
• Nonnegative group bridge and application in financial index tracking

Uses Software

• glmnet

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