Variable selection via the weighted group Lasso for factor analysis models

DOI10.1002/CJS.11129zbMATH Open1349.62250OpenAlexW2091771402MaRDI QIDQ2856545FDOQ2856545

Authors: Kei Hirose, Sadanori Konishi 

Publication date: 29 October 2013

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11129

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zbMATH Keywords

variable selectionfactor analysis\(L_1\) regularizationnumber of factorsweighted group Lasso

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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Cited In (13)

• A deep learning algorithm for high-dimensional exploratory item factor analysis
• Shrinkage estimation of dynamic panel data models with interactive fixed effects
• Globally sparse and locally dense signal recovery for compressed sensing
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• Group variable selection via SCAD-L₂
• Simultaneous variable and factor selection via sparse group lasso in factor analysis
• Assuming independence in spatial latent variable models: Consequences and implications of misspecification
• Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data
• Structural factor equation models for causal network construction via directed acyclic mixed graphs
• Parsimonious Bayesian factor analysis for modelling latent structures in spectroscopy data
• Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
• Principal component selection via adaptive regularization method and generalized information criterion
• Mediation analysis with latent factors using simultaneous group-wise and parameter-wise penalization

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