Marginalized Lasso in sparse regression

DOI10.1016/J.JKSS.2018.12.004zbMATH Open1428.62333OpenAlexW2909071667MaRDI QIDQ2325317FDOQ2325317

Seonhwa Kim, Seokho Lee

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• SparseNet: Coordinate Descent With Nonconvex Penalties
• The Adaptive Lasso and Its Oracle Properties
• Pathwise coordinate optimization
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• Regularization and Variable Selection Via the Elastic Net
• Robust Statistics
• A Statistical View of Some Chemometrics Regression Tools
• Label‐noise resistant logistic regression for functional data classification with an application to Alzheimer's disease study

Cited In (3)

• Detection boundary in sparse regression
• Sparse regression using mixed norms
• SLASSO: a scaled LASSO for multicollinear situations

Uses Software

• robustbase
• sparsenet

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