Oracle Inequalities for a Group Lasso Procedure Applied to Generalized Linear Models in High Dimension

DOI10.1109/TIT.2014.2303121zbMATH Open1360.94123MaRDI QIDQ2986452FDOQ2986452

Authors: Mélanie Blazère, Jean-Michel Loubes, Fabrice Gamboa 

Publication date: 16 May 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Information theory (general) (94A15)

Cited In (16)

• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
• Group variable selection via a hierarchical lasso and its oracle property
• Optimal decorrelated score subsampling for generalized linear models with massive data
• Taylor quasi-likelihood for limited generalized linear models
• Oracle inequalities for weighted group Lasso in high-dimensional misspecified Cox models
• Variable selection for generalized linear model with highly correlated covariates
• Posterior contraction in group sparse logit models for categorical responses
• Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
• High-dimensional generalized linear models incorporating graphical structure among predictors
• Overlapping group lasso for high-dimensional generalized linear models
• On the asymptotic properties of the group lasso estimator for linear models
• Variable selection for sparse logistic regression
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression
• Covariate selection with group Lasso and doubly robust estimation of causal effects
• AIC for the group Lasso in generalized linear models
• PUlasso: High-Dimensional Variable Selection With Presence-Only Data

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