A selective review of group selection in high-dimensional models
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Publication:5965305
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
sparsity; group Lasso; penalized regression; oracle property; bi-level selection; concave group selection
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
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Uses Software
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