Sparsity with sign-coherent groups of variables via the cooperative-Lasso
From MaRDI portal
Publication:439175
DOI10.1214/11-AOAS520zbMath1243.62101arXiv1103.2697MaRDI QIDQ439175
Camille Charbonnier, Yves Grandvalet, Julien Chiquet
Publication date: 1 August 2012
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.2697
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Graphical methods in statistics (62A09)
Related Items
Monotone splines Lasso ⋮ Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ A Two-Part Framework for Estimating Individualized Treatment Rules From Semicontinuous Outcomes ⋮ Grouping strategies and thresholding for high dimensional linear models ⋮ ``Grouping strategies and thresholding for high dimensional linear models: rejoinder ⋮ Additive monotone regression in high and lower dimensions
Uses Software
Cites Work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Sparse modeling of categorial explanatory variables
- Inferring multiple graphical structures
- Least angle and \(\ell _{1}\) penalized regression: a review
- The benefit of group sparsity
- The composite absolute penalties family for grouped and hierarchical variable selection
- Estimation of the mean of a multivariate normal distribution
- Heuristics of instability and stabilization in model selection
- Asymptotics for Lasso-type estimators.
- On the asymptotic properties of the group lasso estimator for linear models
- An active set algorithm to estimate parameters in generalized linear models with ordered predictors
- On the ``degrees of freedom of the lasso
- Better Subset Regression Using the Nonnegative Garrote
- Averaged gene expressions for regression
- The Group Lasso for Logistic Regression
- Asymptotic Statistics
- Using cluster computers in bioinformatics research
- Regularization and Variable Selection Via the Elastic Net
- On the Non-Negative Garrotte Estimator
- Model Selection and Estimation in Regression with Grouped Variables
- The Estimation of Prediction Error
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item