Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure

DOI10.1111/biom.12292zbMath1390.62285WikidataQ35778722 ScholiaQ35778722MaRDI QIDQ3459931

Bin Nan, Ji Zhu, Yanming Li

Publication date: 11 January 2016

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4479976

zbMATH Keywords

high-dimensional data; sparsity; oracle inequalities; coordinate descent algorithm; genetic association; eQTL; multivariate sparse group Lasso variable selection

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J12: Generalized linear models (logistic models)