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
(25)- One-step sparse ridge estimation with folded concave penalty
- Model selection with distributed SCAD penalty
- Convergence of Peaceman-Rachford splitting method with Bregman distance for three-block nonconvex nonseparable optimization
- Group variable selection for data with dependent structures
- Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring
- Penalized linear regression methods where the predictors have grouping effect
- Variable selection using P-splines
- A class of modified accelerated proximal gradient methods for nonsmooth and nonconvex minimization problems
- Variable selection for functional regression models via the \(L_1\) regularization
- Sparse group variable selection via two nonconvex penalized regression models
- A linear approximate Bregman-type Peaceman-Rachford splitting method for nonconvex nonseparable optimization
- Variable selection in function-on-scalar regression
- Group variable selection based on SCAD and MCP in generalized linear models
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
- 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
- Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
- Adaptive elastic-net selection in a quantile model with diverging number of variable groups
- Doubly robust weighted composite quantile regression based on SCAD‐L2
- A flexible shrinkage operator for fussy grouped variable selection
- Group variable selection methods and their applications in analysis of genomic data
- Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
- Two linear proximal Peaceman-Rachford splitting algorithms for nonconvex and nonsmooth nonseparable optimization
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