Bi-level variable selection via adaptive sparse group Lasso

DOI10.1080/00949655.2014.938241MaRDI QIDQ5220909zbMATH OpenOpenAlexFDO

Authors Kuangnan Fang, Shengwei Zhang, Shuangge Ma, Xiao-Yan Wang, Jian-Ping Zhu

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.938241

zbMATH Keywords

bi-levelpenalized variable selectionadaptive sparse group Lasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• A Statistical View of Some Chemometrics Regression Tools
• A group bridge approach for variable selection
• A note on adaptive group Lasso
• A selective review of group selection in high-dimensional models
• Consistent group selection in high-dimensional linear regression
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Heuristics of instability and stabilization in model selection
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
• Model Selection and Estimation in Regression with Grouped Variables
• On the adaptive elastic net with a diverging number of parameters
• Penalized methods for bi-level variable selection
• Regularization and Variable Selection Via the Elastic Net
• The Adaptive Lasso and Its Oracle Properties
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(9)

• Hierarchical sparse modeling: a choice of two group Lasso formulations
• Estimation and variable selection on sparse model with group structure
• Sparse group variable selection based on quantile hierarchical Lasso
• Regression with adaptive Lasso and correlation based penalty
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
• Sparse regularization for bi-level variable selection
• The group exponential Lasso for bi-level variable selection
• Sparse group variable selection via two nonconvex penalized regression models
• Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates

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