A selective review of group selection in high-dimensional models

DOI10.1214/12-STS392zbMath1331.62347arXiv1204.6491WikidataQ38156740 ScholiaQ38156740MaRDI QIDQ5965305

Jian Huang, Shuangge Ma, Patrick Breheny

Publication date: 3 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.6491

zbMATH Keywords

sparsity; group Lasso; penalized regression; oracle property; bi-level selection; concave group selection

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

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Uses Software

• hgam
• sparsenet

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