Sparse regression and support recovery with L₂-boosting algorithms

DOI10.1016/J.JSPI.2014.07.006MaRDI QIDQ466526zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

boostingregressionsparsityhigh-dimension

Mathematics Subject Classification ID

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

Recommendations

• Boosting for high-dimensional linear models
• Sparse boosting
• General sparse boosting: improving feature selection of \(L_{2}\) boosting by correlation-based penalty family
• scientific article; zbMATH DE number 5056247
• Characterizing \(L_{2}\)Boosting

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
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• Boosting for high-dimensional linear models
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• Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
• Random forests
• Regularization and Variable Selection Via the Elastic Net
• Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
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• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Weak greedy algorithms

Cited in

(5)

• \(\mathbb L_2\)-boosting for sensitivity analysis with dependent inputs
• scientific article; zbMATH DE number 5630376 (Why is no real title available?)
• Generalized Sobol sensitivity indices for dependent variables: numerical methods
• Boosting as a kernel-based method
• Optimization by Gradient Boosting

Describes a project that uses

Uses Software

• Bolasso
• GeneNetWeaver

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