Designing penalty functions in high dimensional problems: the role of tuning parameters
DOI10.1214/16-EJS1169zbMATH Open1397.62259WikidataQ42130054 ScholiaQ42130054MaRDI QIDQ309586FDOQ309586
Authors: Ting-Huei Chen, J. P. Fine, Wei Sun 
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1472498029
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Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
Cites Work
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- SparseNet: coordinate descent with nonconvex penalties
- A unified approach to model selection and sparse recovery using regularized least squares
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- Extended Bayesian information criteria for model selection with large model spaces
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Calibrating nonconvex penalized regression in ultra-high dimension
- On constrained and regularized high-dimensional regression
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- Genomic Control for Association Studies
Cited In (4)
- A Penalized Regression Framework for Building Polygenic Risk Models Based on Summary Statistics From Genome-Wide Association Studies and Incorporating External Information
- \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- A penalized structural equation modeling method accounting for secondary phenotypes for variable selection on genetically regulated expression from PrediXcan for Alzheimer's disease
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