A new double-regularized regression using Liu and Lasso regularization

DOI10.1007/S00180-021-01120-4MaRDI QIDQ2135849zbMATH OpenOpenAlexFDO

Authors Murat Genç

Publication date 10 May 2022

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-021-01120-4

zbMATH Keywords

ill-posed problemsLassoLiu regressionregularizationvariable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new Liu-type estimator in linear regression model
• An alternative stochastic restricted Liu estimator in linear regression
• Asymptotics for argmin processes: convexity arguments
• Asymptotics for Lasso-type estimators.
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• (SOFTWARE) glmnet
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Improvement of the Liu estimator in linear regression model
• Improvement of the Liu Estimator in Weighted Mixed Regression
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• Model selection and estimation in the Gaussian graphical model
• Pathwise coordinate optimization
• Pivotal estimation via square-root lasso in nonparametric regression
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Simultaneous prediction intervals for all distances from the “best”
• The Power of Convex Relaxation: Near-Optimal Matrix Completion
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(6)

• Adjusting the penalized term for the regularized regression models
• Usage of the GO estimator in high dimensional linear models
• Double fused Lasso penalized LAD for matrix regression
• Regularized least-square optimization method for variable selection in regression models
• Efficient penalized estimation for linear regression model
• Weighted LAD-Liu-LASSO for robust estimation and sparsity

Describes a project that uses

Uses Software

• glmnet

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