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

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)

Recommendations

• Model Selection and Estimation in Regression with Grouped Variables
• Variable selection for functional regression models via the \(L_1\) regularization
• Penalized factor mixture analysis for variable selection in clustered data
• A penalized maximum likelihood approach to sparse factor analysis
• Variable selection in model-based clustering and discriminant analysis with a regularization approach

Cites work

• scientific article; zbMATH DE number 3878170 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 2063756 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• EM algorithms for ML factor analysis
• Estimating the dimension of a model
• Factor analysis and AIC
• Identification of inconsistent variates in factor analysis
• Information criteria and statistical modeling.
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• Nonlinear regression modeling via the lasso-type regularization
• On the ``degrees of freedom of the lasso
• On various causes of improper solutions in maximum likelihood factor analysis
• Regularization and Variable Selection Via the Elastic Net
• Some contributions to maximum likelihood factor analysis
• Stepwise variable selection in factor analysis
• The Adaptive Lasso and Its Oracle Properties
• The varimax criterion for analytic rotation in factor analysis
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(13)

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

This page was built for publication: Variable selection via the weighted group Lasso for factor analysis models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2856545)