Estimation and variable selection on sparse model with group structure

MaRDI QIDQ6188230zbMATH OpenFDO

Authors Yun-qi Zhang, Chunming Zhang, N. S. Tang

Publication date 7 February 2024

Full work available at URL https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/10.12387/C2022003

zbMATH Keywords

Bregman divergencegeneralized linear modelgroup structureLassosparse model

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• Coordinate descent algorithms for lasso penalized regression
• Extended Bayesian information criteria for model selection with large model spaces
• Group variable selection via a hierarchical lasso and its oracle property
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model Selection and Estimation in Regression with Grouped Variables
• New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
• Pathwise coordinate optimization
• Penalized Bregman divergence estimation via coordinate descent
• Penalized Bregman divergence for large-dimensional regression and classification
• Robust Blind Source Separation by Beta Divergence
• Robust-BD estimation and inference for varying-dimensional general linear models
• The Adaptive Lasso and Its Oracle Properties
• The elements of statistical learning. Data mining, inference, and prediction
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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