Sparse modeling of categorial explanatory variables

DOI10.1214/10-AOAS355zbMath1220.62092arXiv1101.1421MaRDI QIDQ542985

Gerhard Tutz, Jan Gertheiss

Publication date: 20 June 2011

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1421

zbMATH Keywords

fused lassocategorial predictorsordinal predictorsrent standardvariable fusion

Mathematics Subject Classification ID

Related Items (27)

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Uses Software

• R
• BayesX
• Kernlab
• grplasso
• CasANOVA

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Relaxed Lasso
• Least angle regression. (With discussion)
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Boosting With theL₂Loss
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables

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