A group VISA algorithm for variable selection
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Publication:2353367
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Cites work
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A group bridge approach for variable selection
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- An extended variable inclusion and shrinkage algorithm for correlated variables
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
- Consistency of the group Lasso and multiple kernel learning
- Group coordinate descent algorithms for nonconvex penalized regression
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- On the asymptotic properties of the group lasso estimator for linear models
- Oracle inequalities and optimal inference under group sparsity
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
- Regularization and Variable Selection Via the Elastic Net
- Relaxed Lasso
- Statistics for high-dimensional data. Methods, theory and applications.
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Group Lasso for Logistic Regression
- Variable inclusion and shrinkage algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(6)- Maximum relevance minimum common redundancy feature selection for nonlinear data
- An extended variable inclusion and shrinkage algorithm for correlated variables
- Variable inclusion and shrinkage algorithms
- Stochastic correlation coefficient ensembles for variable selection
- Time-weighted nonnegative bridge index-tracking model and its application
- Group penalized expectile regression
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