Structured variable selection via prior-induced hierarchical penalty functions
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Publication:1659467
DOI10.1016/j.csda.2015.10.011zbMath1468.62221OpenAlexW1916199214WikidataQ114671401 ScholiaQ114671401MaRDI QIDQ1659467
Publication date: 15 August 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.2015.10.011
alternating direction method of multipliersgroup sparsityspike and slab priorsmajorization-minimization algorithmslog-sum approximation to the \(l_0\)-norm
Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)
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