Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems

Uses Software

glasso
glmnet
sparsenet

Cites Work

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Nearly unbiased variable selection under minimax concave penalty
Sparse inverse covariance estimation with the graphical lasso
Variable selection and regression analysis for graph-structured covariates with an application to genomics
The sparse Laplacian shrinkage estimator for high-dimensional regression
Adaptive and reversed penalty for analysis of high-dimensional correlated data
Shrinkage and model selection with correlated variables via weighted fusion
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Sparse regression with exact clustering
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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Sparsity and Smoothness Via the Fused Lasso
Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
Regularization and Variable Selection Via the Elastic Net
Model Selection and Estimation in Regression with Grouped Variables
A General Framework for Weighted Gene Co-Expression Network Analysis
The Mnet method for variable selection