Sparse regression and support recovery with L₂-boosting algorithms

DOI10.1016/J.JSPI.2014.07.006zbMATH Open1307.62175OpenAlexW2093958718MaRDI QIDQ466526FDOQ466526

Authors: Magali Champion, Christine Cierco-Ayrolles, Sébastien Gadat, Matthieu Vignes 

Publication date: 27 October 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2014.07.006

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zbMATH Keywords

boostingregressionsparsityhigh-dimension

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cites Work

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Cited In (5)

• \(\mathbb L_2\)-boosting for sensitivity analysis with dependent inputs
• Title not available (Why is that?)
• Generalized Sobol sensitivity indices for dependent variables: numerical methods
• Boosting as a kernel-based method
• Optimization by Gradient Boosting

Uses Software

• GeneNetWeaver
• Bolasso

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