Variable selection for sparse logistic regression
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Publication:2202033
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
- An introduction to generalized linear models
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- High-dimensional generalized linear models and the lasso
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Model Selection and Estimation in Regression with Grouped Variables
- Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
- Oracle Inequalities for a Group Lasso Procedure Applied to Generalized Linear Models in High Dimension
- Regularization and Variable Selection Via the Elastic Net
- Self-concordant analysis for logistic regression
- Simultaneous analysis of Lasso and Dantzig selector
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Statistics for high-dimensional data. Methods, theory and applications.
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Group Lasso for Logistic Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(14)- Variable selection in sparse GLARMA models
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Variable Selection in Logistic Regression Models
- A fast trans-lasso algorithm with penalized weighted score function
- Construction of disease risk scoring systems using logistic group Lasso: application to porcine reproductive and respiratory syndrome survey data
- scientific article; zbMATH DE number 27267 (Why is no real title available?)
- Sparse Logistic Regression with Lp Penalty for Biomarker Identification
- Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors
- Selection of decision boundaries for logistic regression
- Variable selection for logistic regression via smooth Lasso and spline Lasso
- scientific article; zbMATH DE number 6468204 (Why is no real title available?)
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- Log-ratio Lasso: scalable, sparse estimation for log-ratio models
- Penalized Lq-likelihood estimator and its influence function in generalized linear models
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