L 1-Regularization Path Algorithm for Generalized Linear Models
From MaRDI portal
Publication:5088192
DOI10.1111/j.1467-9868.2007.00607.xOpenAlexW2101095383MaRDI QIDQ5088192
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00607.x
regularizationpredictor-corrector methodvariable selectiongeneralized linear modelLassopath algorithm
Related Items
Sequential profile Lasso for ultra-high-dimensional partially linear models, A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model, An extended variable inclusion and shrinkage algorithm for correlated variables, Investigating competition in financial markets: a sparse autologistic model for dynamic network data, Variable and boundary selection for functional data via multiclass logistic regression modeling, The revisited knockoffs method for variable selection in L1-penalized regressions, Nonparametric feature selection by random forests and deep neural networks, Tikhonov, Ivanov and Morozov regularization for support vector machine learning, GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee, Enhancing the lasso approach for developing a survival prediction model based on gene expression data, Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension, Least squares approximation with a diverging number of parameters, Hard Thresholding Regularised Logistic Regression: Theory and Algorithms, A data-driven line search rule for support recovery in high-dimensional data analysis, Improved nearest neighbor classifiers by weighting and selection of predictors, Model selection via Bayesian information capacity designs for generalised linear models, Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection, The use of random-effect models for high-dimensional variable selection problems, \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models, Sparse group lasso for multiclass functional logistic regression models, Sure independence screening for analyzing supersaturated designs, Nonparametric Estimation of Galaxy Cluster Emissivity and Detection of Point Sources in Astrophysics With Two Lasso Penalties, Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data, Selection of Effects in Cox Frailty Models by Regularization Methods, \( \mathcal{G} \)-LIME: statistical learning for local interpretations of deep neural networks using global priors, Identification of survival relevant genes with measurement error in gene expression incorporated, Accelerate the warm-up stage in the Lasso computation via a homotopic approach, A resampling approach for confidence intervals in linear time-series models after model selection, Gene selection and prediction for cancer classification using support vector machines with a reject option, Distributed adaptive lasso penalized generalized linear models for big data, On the structure of regularization paths for piecewise differentiable regularization terms, High-dimensional local linear regression under sparsity and convex losses, A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression, Adaptive Lasso for generalized linear models with a diverging number of parameters, Non-convex penalized estimation in high-dimensional models with single-index structure, Exploring the trade-off between generalization and empirical errors in a one-norm SVM, Quadratic approximation on SCAD penalized estimation, Supervised multidimensional scaling for visualization, classification, and bipartite ranking, Variable selection approach for zero-inflated count data via adaptive lasso, Proximal methods for the latent group lasso penalty, Bayesian projection approaches to variable selection in generalized linear models, Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems, Holonomic extended least angle regression, Generalized additive models with unknown link function including variable selection, Shrinkage, pretest, and penalty estimators in generalized linear models, Multiple predictingK-fold cross-validation for model selection, Shrinkage estimation strategy in quasi-likelihood models, Forward selection and estimation in high dimensional single index models, Iteratively Reweighted Group Lasso Based on Log-Composite Regularization, Optimal Gaussian approximations to the posterior for log-linear models with Diaconis-Ylvisaker priors, Ridge estimation for multinomial logit models with symmetric side constraints, Regularization method for predicting an ordinal response using longitudinal high-dimensional genomic data, Testing the prediction error difference between 2 predictors, Variable selection in discrete survival models including heterogeneity, An integrative pathway-based clinical-genomic model for cancer survival prediction, Radial basis function network learning using localized generalization error bound, A modified local quadratic approximation algorithm for penalized optimization problems, Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence, Model Selection for High-Dimensional Quadratic Regression via Regularization, An MM Algorithm for Split Feasibility Problems, APPLE: approximate path for penalized likelihood estimators, Another look at linear programming for feature selection via methods of regularization, Random survival forests for high‐dimensional data, Prediction using hierarchical data: Applications for automated detection of cervical cancer, Composite large margin classifiers with latent subclasses for heterogeneous biomedical data, Nonlinear mixed-effects scalar-on-function models and variable selection, Model selection and parameter estimation of a multinomial logistic regression model, Regularized proportional odds models, Unnamed Item, Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects, Unnamed Item, Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses, Rating scales as predictors -- the old question of scale level and some answers, Optimal survival trees, A penalty approach to differential item functioning in Rasch models, A group VISA algorithm for variable selection
