Marginalized Lasso in sparse regression

DOI10.1016/J.JKSS.2018.12.004MaRDI QIDQ2325317zbMATH OpenOpenAlexFDO

Authors Seokho Lee, Seonhwa Kim

Publication date 25 September 2019

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2018.12.004

zbMATH Keywords

variable selectionsparse estimationpenalized regressionthresholding rulemarginalized Lasso

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 149062 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Label-noise resistant logistic regression for functional data classification with an application to Alzheimer's disease study
• Nearly unbiased variable selection under minimax concave penalty
• One-step sparse estimates in nonconcave penalized likelihood models
• Pathwise coordinate optimization
• Regularization and Variable Selection Via the Elastic Net
• Robust Statistics
• SparseNet: coordinate descent with nonconvex penalties
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• Sparse regression using mixed norms
• A comparison of the Lasso and marginal regression
• SLASSO: a scaled LASSO for multicollinear situations
• Detection boundary in sparse regression

Describes a project that uses

Uses Software

• robustbase
• sparsenet

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