High-dimensional sign-constrained feature selection and grouping
DOI10.1007/s10463-020-00766-zzbMath1469.62301OpenAlexW3093091831MaRDI QIDQ2042289
Hao Ding, Shanshan Qin, Feng Liu, Yuehua Wu
Publication date: 28 July 2021
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-020-00766-z
feature selectionhigh-dimensional regressiondifference convex programmingfeature groupingmalaria vaccine dataprotein mass spectrum dataset
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Convex programming (90C25)
Uses Software
Cites Work
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
- On constrained and regularized high-dimensional regression
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
- The solution path of the generalized lasso
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization
- Linear and nonlinear programming.
- Nonnegative-Lasso and application in index tracking
- Robust estimation and variable selection in sufficient dimension reduction
- \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models
- Sparse regression with exact clustering
- Sign-constrained least squares estimation for high-dimensional regression
- Nonnegative elastic net and application in index tracking
- L1Penalized Estimation in the Cox Proportional Hazards Model
- A Method for Finding Structured Sparse Solutions to Nonnegative Least Squares Problems with Applications
- Simultaneous supervised clustering and feature selection over a graph
- A group bridge approach for variable selection
- Spatial smoothing and hot spot detection for CGH data using the fused lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Perfect Recovery Conditions for Non-negative Sparse Modeling
- Sparsity and Smoothness Via the Fused Lasso
- A Statistical View of Some Chemometrics Regression Tools
- Likelihood-Based Selection and Sharp Parameter Estimation
- Regularization and Variable Selection Via the Elastic Net
- Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
- Model Selection and Estimation in Regression with Grouped Variables
- Sparse solution of nonnegative least squares problems with applications in the construction of probabilistic Boolean networks
This page was built for publication: High-dimensional sign-constrained feature selection and grouping