A consistent and numerically efficient variable selection method for sparse Poisson regression with applications to learning and signal recovery
DOI10.1007/S11222-018-9819-1zbMATH Open1430.62078OpenAlexW2808845965WikidataQ129621957 ScholiaQ129621957MaRDI QIDQ2329779FDOQ2329779
Authors: Sabrina Guastavino, Federico Benvenuto 
Publication date: 18 October 2019
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11567/936129
Recommendations
- Adaptive Lasso for the Poisson log-linear regression model
- Sparse Poisson regression with penalized weighted score function
- Variable selection via penalized minimum \(\phi\)-divergence estimation in logistic regression
- Adaptive Lasso and group-Lasso for functional Poisson regression
- Quasi-likelihood adaptive Lasso estimators for high-dimensional generalized linear models
Lassomodel selectionstatistical learningimage processingadaptive regularizationsparse Poisson regression
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
Cites Work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- The elements of statistical learning. Data mining, inference, and prediction
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- On the adaptive elastic net with a diverging number of parameters
- An introduction to generalized linear models
- SLOPE-adaptive variable selection via convex optimization
- Restoration of Poissonian Images Using Alternating Direction Optimization
- THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA
- Lasso and probabilistic inequalities for multivariate point processes
- Learning from examples as an inverse problem
- Adaptive Lasso and group-Lasso for functional Poisson regression
- Corrigendum: Efficient gradient projection methods for edge-preserving removal of Poisson noise
- A Data-Dependent Weighted LASSO Under Poisson Noise
- Title not available (Why is that?)
- Empirical Performance of Cross-Validation With Oracle Methods in a Genomics Context
Cited In (10)
- Convergence Rates of Spectral Regularization Methods: A Comparison between Ill-Posed Inverse Problems and Statistical Kernel Learning
- Adaptive Lasso for the Poisson log-linear regression model
- Particle swarm optimization-based variable selection in Poisson regression analysis via information complexity-type criteria
- Classifier-dependent feature selection via greedy methods
- Adaptive Lasso and group-Lasso for functional Poisson regression
- A mathematical model for image saturation with an application to the restoration of solar images via adaptive sparse deconvolution
- On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk
- Consistency of \(\ell_1\) penalized negative binomial regressions
- Learning with partition of unity-based kriging estimators
- Sparse Poisson regression with penalized weighted score function
Uses Software
This page was built for publication: A consistent and numerically efficient variable selection method for sparse Poisson regression with applications to learning and signal recovery
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2329779)
