Group variable selection via SCAD-L2
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Publication:5169751
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Cites work
- Group variable selection for data with dependent structures
- Model Selection and Estimation in Regression with Grouped Variables
- On the adaptive elastic net with a diverging number of parameters
- Regularization and Variable Selection Via the Elastic Net
- Regularization of Wavelet Approximations
- Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
- Smoothly clipped absolute deviation on high dimensions
- Sparsity and Smoothness Via the Fused Lasso
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(33)- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- A flexible shrinkage operator for fussy grouped variable selection
- Variable selection for functional regression models via the \(L_1\) regularization
- Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring
- Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
- Group variable selection for data with dependent structures
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups
- Model selection with distributed SCAD penalty
- Penalized linear regression methods where the predictors have grouping effect
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
- Sparse group variable selection via two nonconvex penalized regression models
- Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
- Group variable selection based on SCAD and MCP in generalized linear models
- Group variable selection methods and their applications in analysis of genomic data
- Doubly robust weighted composite quantile regression based on SCAD‐L2
- 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
- A linear approximate Bregman-type Peaceman-Rachford splitting method for nonconvex nonseparable optimization
- Variable selection in function-on-scalar regression
- 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
- Variable selection using P-splines
- Convergence of Peaceman-Rachford splitting method with Bregman distance for three-block nonconvex nonseparable optimization
- Two linear proximal Peaceman-Rachford splitting algorithms for nonconvex and nonsmooth nonseparable optimization
- A two-step inertial Bregman symmetric ADMM-type algorithm with KL-property for nonconvex nonsmooth nonseparable optimization problems with application
- Functional clustering for longitudinal associations between social determinants of health and stroke mortality in the U.S.
- Versatile Descent Algorithms for Group Regularization and Variable Selection in Generalized Linear Models
- High dimensional random effects linear regression model based on mixed penalties of SCAD\_L₂ and SCAD
- PDAS: a Newton-type method for L₀ regularized accelerated failure time model
- Orthogonality-projection-based penalized variable selection for high-dimensional partially linear models
- Enhancing efficiency of proximal gradient method with predicted and corrected step sizes
- A regularized variable selection procedure in additive hazards model with stratified case-cohort design
- General inertial proximal gradient method with gradient extrapolation for nonconvex nonsmooth optimization problems
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