Individualized Multidirectional Variable Selection

DOI10.1080/01621459.2019.1705308zbMath1524.62303arXiv1709.05062MaRDI QIDQ6040687

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Publication date: 22 May 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.05062

zbMATH Keywords

subgroup analysis; heterogeneous treatment effects; personalized prediction; individualized inference; double-divergence; multidirectional penalty

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62P10: Applications of statistics to biology and medical sciences; meta analysis

65K10: Numerical optimization and variational techniques