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

DOI10.1109/TIT.2014.2303121MaRDI QIDQ2986452zbMATH OpenFDO

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)

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

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