Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models

DOI10.1007/S00362-014-0609-3zbMATH Open1364.62198OpenAlexW2058537840MaRDI QIDQ2516626FDOQ2516626

Authors: Yuan You, Heng Lian, Li-Chun Wang 

Publication date: 3 August 2015

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0609-3

Recommendations

• High-dimensional generalized linear models and the lasso
• Adaptive group Lasso for high-dimensional generalized linear models
• The high-dimensional statistical analysis of sparse Group Lasso
• Adaptive lasso for generalized linear models with a diverging number of parameters
• On the oracle property of adaptive group Lasso in high-dimensional linear models

zbMATH Keywords

variable selectionLasso penaltygrouped variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• One-step sparse estimates in nonconcave penalized likelihood models
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Simultaneous analysis of Lasso and Dantzig selector
• High-dimensional generalized linear models and the lasso
• Title not available (Why is that?)
• Model Selection and Estimation in Regression with Grouped Variables
• Model selection and estimation in the Gaussian graphical model
• The Group Lasso for Logistic Regression
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Nonconcave penalized likelihood with a diverging number of parameters.
• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Title not available (Why is that?)
• Consistent group selection in high-dimensional linear regression
• Shrinkage averaging estimation
• Penalized estimation in additive varying coefficient models using grouped regularization
• On M-processes and M-estimation
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotic behavior of M-estimators for the linear model

Cited In (23)

• Automatic prior shape selection for image edge detection with modified Mumford-Shah model
• Sparse Group Lasso: Optimal Sample Complexity, Convergence Rate, and Statistical Inference
• The analysis of adaptive sparse group lasso based on the \(L_p\) regularizer
• On the oracle property of adaptive group Lasso in high-dimensional linear models
• Hierarchical sparse modeling: a choice of two group Lasso formulations
• High-dimensional generalized linear models and the lasso
• Variable selection for generalized linear model with highly correlated covariates
• Adaptive group Lasso for high-dimensional generalized linear models
• Overlapping group lasso for high-dimensional generalized linear models
• Adaptive fused LASSO in grouped quantile regression
• On the asymptotic properties of the group lasso estimator for linear models
• On globally Q-linear convergence of a splitting method for group Lasso
• Adaptive group Lasso selection in quantile models
• A flexible shrinkage operator for fussy grouped variable selection
• The asymptotic properties of SCAD penalized generalized linear models with adaptive designs
• The high-dimensional statistical analysis of sparse Group Lasso
• \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
• Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design
• Independently interpretable Lasso for generalized linear models
• Penalized Lq-likelihood estimator and its influence function in generalized linear models
• AIC for the group Lasso in generalized linear models
• Optimal regression parameter-specific shrinkage by plug-in estimation

This page was built for publication: Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2516626)