A selective review of group selection in high-dimensional models

DOI10.1214/12-STS392zbMath1331.62347arXiv1204.6491OpenAlexW3099014882WikidataQ38156740 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

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items

Variable selection for mode regression, Bayesian variable selection and estimation for group Lasso, Regularized projection score estimation of treatment effects in high-dimensional quantile regression, Penalized variable selection in competing risks regression, On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables, Interaction identification and clique screening for classification with ultra-high dimensional discrete features, Optimal treatment regimes for competing risk data using doubly robust outcome weighted learning with bi-level variable selection, A high-dimensional M-estimator framework for bi-level variable selection, Bayesian group selection with non-local priors, On the robustness of the generalized fused Lasso to prior specifications, Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches, The benefit of group sparsity in group inference with de-biased scaled group Lasso, Adaptive group Lasso selection in quantile models, Empirical likelihood test for high-dimensional two-sample model, Improved Estimation of High-dimensional Additive Models Using Subspace Learning, Trace Ratio Optimization for High-Dimensional Multi-Class Discrimination, Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors, Objective Bayesian group variable selection for linear model, Bayesian group bridge for bi-level variable selection, Bayesian sparse reduced rank multivariate regression, A random-effect model approach for group variable selection, A joint estimation approach to sparse additive ordinary differential equations, Variable selection and structure identification for varying coefficient Cox models, Causal Interaction in Factorial Experiments: Application to Conjoint Analysis, Variable Selection for Multiple Function-on-Function Linear Regression, Bi-level variable selection in semiparametric transformation models with right-censored data, Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems, Promoting variable effect consistency in mixture cure model for credit scoring, A doubly sparse approach for group variable selection, Model determination and estimation for the growth curve model via group SCAD penalty, Variable selection in robust semiparametric modeling for longitudinal data, Solving constrained nonsmooth group sparse optimization via group Capped-$\ell_1$ relaxation and group smoothing proximal gradient algorithm, Grouped variable selection with discrete optimization: computational and statistical perspectives, Joint association and classification analysis of multi‐view data, Efficient nonconvex sparse group feature selection via continuous and discrete optimization, Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm, Model selection and estimation in high dimensional regression models with group SCAD, Model-Based Clustering of High-Dimensional Longitudinal Data via Regularization, Structure identification and variable selection in geographically weighted regression models, A novel group VIF regression for group variable selection with application to multiple change-point detection, Simultaneous variable and factor selection via sparse group lasso in factor analysis, Consistent tuning parameter selection in high-dimensional group-penalized regression, Unnamed Item, Structural properties of affine sparsity constraints, Bi-level feature selection in high dimensional AFT models with applications to a genomic study, A Bayesian group selection with compositional responses for analysis of radiologic tumor proportions and their genomic determinants, A convex-Nonconvex strategy for grouped variable selection, Variable selection for nonparametric additive Cox model with interval‐censored data, Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data, Locally Sparse Function-on-Function Regression, Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models, A group adaptive elastic-net approach for variable selection in high-dimensional linear regression, Sparse quadratic classification rules via linear dimension reduction, Unnamed Item, High-dimensional grouped folded concave penalized estimation via the LLA algorithm, Simultaneous nonparametric regression in RADWT dictionaries, Concave group methods for variable selection and estimation in high-dimensional varying coefficient models, Consistent group selection with Bayesian high dimensional modeling, Unnamed Item, PUlasso: High-Dimensional Variable Selection With Presence-Only Data, Variable selection for spatial semivarying coefficient models, Additive model selection, Iteratively Reweighted Group Lasso Based on Log-Composite Regularization, Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization, The group exponential lasso for bi-level variable selection, Adaptive group Lasso for high-dimensional generalized linear models, Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data, Sparse model identification and learning for ultra-high-dimensional additive partially linear models, Fast marginal likelihood estimation of penalties for group-adaptive elastic net, Classification tree algorithm for grouped variables, Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors, Partially linear additive quantile regression in ultra-high dimension, Robust finite mixture regression for heterogeneous targets, Asymptotic properties of concave $L_1$-norm group penalties, Introduction to the special issue on sparsity and regularization methods, Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates, Graphical-model based high dimensional generalized linear models, Penalized estimation in additive varying coefficient models using grouped regularization, AIC for the group Lasso in generalized linear models, Bi-level variable selection via adaptive sparse group Lasso, Sparse optimization for nonconvex group penalized estimation, Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors, Scalable Bayesian Regression in High Dimensions With Multiple Data Sources, Some aspects of response variable selection and estimation in multivariate linear regression, A note on rank reduction in sparse multivariate regression, Adaptive fused LASSO in grouped quantile regression, Subgroup analysis for high-dimensional functional regression, High-dimensional generalized linear models incorporating graphical structure among predictors, Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data, Sparse spatially clustered coefficient model via adaptive regularization, Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models, Information criteria bias correction for group selection, Ideal formulations for constrained convex optimization problems with indicator variables

Uses Software

Cites Work