Group variable selection via SCAD-L2

DOI10.1080/02331888.2012.719513zbMATH Open1367.62222OpenAlexW1996583386MaRDI QIDQ5169751FDOQ5169751

Authors: Lingmin Zeng, jun Xie 

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.719513

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zbMATH Keywords

LassoSCADvariable selectionelastic netoracle property

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Regularization of Wavelet Approximations
• On the adaptive elastic net with a diverging number of parameters
• Smoothly Clipped Absolute Deviation on High Dimensions
• Group variable selection for data with dependent structures

Cited In (15)

• Doubly robust weighted composite quantile regression based on SCAD‐L₂
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
• A class of modified accelerated proximal gradient methods for nonsmooth and nonconvex minimization problems
• Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization
• One-step sparse ridge estimation with folded concave penalty
• A nonmonotone accelerated proximal gradient method with variable stepsize strategy for nonsmooth and nonconvex minimization problems
• A regularized variable selection procedure in additive hazards model with stratified case-cohort design
• Adaptive elastic-net selection in a quantile model with diverging number of variable groups
• Variable selection using P-splines
• Title not available (Why is that?)
• Convergence of Peaceman-Rachford splitting method with Bregman distance for three-block nonconvex nonseparable optimization
• Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
• Two linear proximal Peaceman-Rachford splitting algorithms for nonconvex and nonsmooth nonseparable optimization
• Variable selection in function-on-scalar regression
• Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure

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