On the robustness of the generalized fused Lasso to prior specifications

DOI10.1007/S11222-014-9497-6MaRDI QIDQ2631367zbMATH OpenOpenAlexFDO

Authors Vivian Viallon, Sophie Lambert-Lacroix, Holger Höfling, Franck Picard

Publication date 29 July 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-014-9497-6

zbMATH Keywords

Lassomodel selectiongeneralized linear modelsjoint modeling

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A selective review of group selection in high-dimensional models
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• Community structure in social and biological networks
• Convex multi-task feature learning
• On the asymptotics of constrained \(M\)-estimation
• On the prediction performance of the Lasso
• Regularization and model selection with categorial effect modifiers
• Relaxed Lasso
• Robust Sparse Analysis Regularization
• Sparse regression with exact clustering
• Sparsity and Smoothness Via the Fused Lasso
• The Adaptive Lasso and Its Oracle Properties
• The Group Lasso for Logistic Regression
• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

Cited in

(9)

• Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression
• On the use of cross-validation for the calibration of the adaptive Lasso
• Sparse regression with multi-type regularized feature modeling
• Bayesian generalized fused Lasso modeling via NEG distribution
• Adaptive fused LASSO in grouped quantile regression
• Graph-based regularization for regression problems with alignment and highly correlated designs
• Penalized Poisson model for network meta-analysis of individual patient time-to-event data
• Structure estimation of binary graphical models on stratified data: application to the description of injury tables for victims of road accidents
• Properties and refinements of the fused Lasso

Describes a project that uses

Uses Software

• STRING
• SIMoNe

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