Some theoretical results on the grouped variables Lasso

DOI10.3103/S1066530708040030zbMath1282.62159MaRDI QIDQ734551

D. Kharzeev

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

variable selection; sparsity; Lasso; penalized least squares; Group Lasso

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62H20: Measures of association (correlation, canonical correlation, etc.)

62F30: Parametric inference under constraints