High-dimensional generalized linear models incorporating graphical structure among predictors

DOI10.1214/19-EJS1601zbMath1431.62322MaRDI QIDQ2326055

JingKe Zhou, Bo Zhang, Shengbin Zhou

Publication date: 4 October 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1569290686

zbMATH Keywords

generalized linear models; oracle inequalities; sufficient dimension reduction; sparse regression; graphical structure

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J12: Generalized linear models (logistic models)

62A09: Graphical methods in statistics

Uses Software

• glasso
• SparseLOGREG
• gglasso