Bi-level variable selection via adaptive sparse group Lasso
DOI10.1080/00949655.2014.938241zbMATH Open1457.62208OpenAlexW2066604793MaRDI QIDQ5220909FDOQ5220909
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
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Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Penalized methods for bi-level variable selection
- Heuristics of instability and stabilization in model selection
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- The Group Lasso for Logistic Regression
- A selective review of group selection in high-dimensional models
- A group bridge approach for variable selection
- A Statistical View of Some Chemometrics Regression Tools
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- On the adaptive elastic net with a diverging number of parameters
- Consistent group selection in high-dimensional linear regression
- A note on adaptive group Lasso
Cited In (9)
- Hierarchical sparse modeling: a choice of two group Lasso formulations
- Sparse group variable selection based on quantile hierarchical Lasso
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- The group exponential Lasso for bi-level variable selection
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates
- Estimation and variable selection on sparse model with group structure
- Sparse regularization for bi-level variable selection
- Regression with adaptive Lasso and correlation based penalty
- Sparse group variable selection via two nonconvex penalized regression models
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