Blockwise sparse regression

zbMATH Open1096.62076MaRDI QIDQ5488701FDOQ5488701

Yuwon Kim, Jinseog Kim, Yongdai Kim

Publication date: 22 September 2006

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zbMATH Keywords

ridgevariable selectionLASSOgradient projection method

Mathematics Subject Classification ID

Linear inference, regression (62J99) Generalized linear models (logistic models) (62J12)

Cited In (40)

• Nonparametric augmented probability weighting with sparsity
• Compressed sensing of color images
• Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms
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• An Interactive Greedy Approach to Group Sparsity in High Dimensions
• Some theoretical results on the grouped variables Lasso
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• Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve
• Adaptive group Lasso for high-dimensional generalized linear models
• Logistic regression: from art to science
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Construction of disease risk scoring systems using logistic group lasso: application to porcine reproductive and respiratory syndrome survey data
• Title not available (Why is that?)
• Sparse convex optimization toolkit: a mixed-integer framework
• Block-based refitting in \(\ell_{12}\) sparse regularization
• On the asymptotic properties of the group lasso estimator for linear models
• The Group Lasso for Logistic Regression
• Modeling Nonstationarity in Space and Time
• A convex-Nonconvex strategy for grouped variable selection
• A flexible shrinkage operator for fussy grouped variable selection
• Bi-selection in the high-dimensional additive hazards regression model
• Sparse optimization for nonconvex group penalized estimation
• Inferring multiple graphical structures
• Optimal subgradient algorithms for large-scale convex optimization in simple domains
• Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates
• Logistic regression with weight grouping priors
• Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors
• Network-based sparse Bayesian classification
• ROS regression: integrating regularization with optimal scaling regression
• High-dimensional additive modeling
• Objective Bayesian group variable selection for linear model
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
• AIC for the group Lasso in generalized linear models
• High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
• Least angle and \(\ell _{1}\) penalized regression: a review
• SCAD-penalized regression in high-dimensional partially linear models
• Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
• Consistent group selection in high-dimensional linear regression
• Bridge regression: adaptivity and group selection
• The composite absolute penalties family for grouped and hierarchical variable selection

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