Group Regularized Estimation Under Structural Hierarchy
From MaRDI portal
Publication:4690971
DOI10.1080/01621459.2016.1260470zbMath1398.62138arXiv1411.4691OpenAlexW2248299741MaRDI QIDQ4690971
He Jiang, Yiyuan She, Zhifeng Wang
Publication date: 23 October 2018
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.4691
Related Items (13)
Variable selection for functional linear models with strong heredity constraint ⋮ Efficient kernel-based variable selection with sparsistency ⋮ A Pliable Lasso ⋮ Unnamed Item ⋮ A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure ⋮ Unnamed Item ⋮ Model selection for functional linear regression with hierarchical structure ⋮ BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data ⋮ High-Dimensional Gaussian Graphical Regression Models with Covariates ⋮ A General Framework for Identifying Hierarchical Interactions and Its Application to Genomics Data ⋮ Hierarchical sparse modeling: a choice of two group Lasso formulations ⋮ A two-stage regularization method for variable selection and forecasting in high-order interaction model ⋮ Unnamed Item
Uses Software
Cites Work
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- A lasso for hierarchical interactions
- Consistent group selection in high-dimensional linear regression
- Oracle inequalities and optimal inference under group sparsity
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Sparse spatial autoregressions
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
- Simultaneous analysis of Lasso and Dantzig selector
- Bayesian variable selection with related predictors
- Interaction Screening for Ultrahigh-Dimensional Data
- Variable Selection With the Strong Heredity Constraint and Its Oracle Property
- Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions
- Regularization and Variable Selection Via the Elastic Net
- Weakly decomposable regularization penalties and structured sparsity
- Model Selection and Estimation in Regression with Grouped Variables
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Group Regularized Estimation Under Structural Hierarchy