MCEN: a method of simultaneous variable selection and clustering for high-dimensional multinomial regression

DOI10.1007/s11222-019-09880-2zbMath1505.62337OpenAlexW2953791063WikidataQ127675642 ScholiaQ127675642MaRDI QIDQ2302492

Jason L. Lu, Emily L. Kang, Sheng Ren

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-019-09880-2

zbMATH Keywords

classificationoptimizationclusteringhigh dimensionalmultinomial regressionpairwise correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)

Related Items (1)

Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models

Uses Software

• OSCAR
• UCI-ml
• NESTA
• glmnet
• AS 136
• msgl

Cites Work

• Unnamed Item
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• 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
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

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