Some theoretical results on the grouped variables Lasso

DOI10.3103/S1066530708040030zbMATH Open1282.62159OpenAlexW2036555572MaRDI QIDQ734551FDOQ734551

Authors: D. Kharzeev 

Publication date: 13 October 2009

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

Full work available at URL: https://doi.org/10.3103/s1066530708040030

Recommendations

• Oracle inequalities and optimal inference under group sparsity
• On the asymptotic properties of the group lasso estimator for linear models
• Theoretical properties of the overlapping groups Lasso
• Simultaneous analysis of Lasso and Dantzig selector
• A note on adaptive group Lasso

zbMATH Keywords

Lassovariable selectionsparsitypenalized least squaresGroup Lasso

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Simultaneous analysis of Lasso and Dantzig selector
• High-dimensional generalized linear models and the lasso
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• Title not available (Why is that?)
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Asymptotics for Lasso-type estimators.
• Sparsity oracle inequalities for the Lasso
• The Group Lasso for Logistic Regression
• Relaxed Lasso
• Stable recovery of sparse overcomplete representations in the presence of noise
• Aggregation for Gaussian regression
• Sparse Density Estimation with ℓ1 Penalties
• Blockwise sparse regression
• Title not available (Why is that?)
• Sparsity in penalized empirical risk minimization
• Title not available (Why is that?)
• Aggregation by Exponential Weighting and Sharp Oracle Inequalities
• Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation

Cited In (25)

• Grouping strategies and thresholding for high dimensional linear models
• On the oracle property of adaptive group Lasso in high-dimensional linear models
• Group variable selection via a hierarchical lasso and its oracle property
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
• Multiple hypothesis testing for variable selection
• Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
• On the grouping effect of the \(l_{1-2}\) models
• Theoretical properties of the overlapping groups Lasso
• Grouped variable selection with discrete optimization: computational and statistical perspectives
• Overlapping group lasso for high-dimensional generalized linear models
• Transductive versions of the Lasso and the Dantzig selector
• On the asymptotic properties of the group lasso estimator for linear models
• Model selection with low complexity priors
• Generalization of constraints for high dimensional regression problems
• Double-structured sparse multitask regression with application of statistical downscaling
• Convex vs non-convex estimators for regression and sparse estimation: the mean squared error properties of ARD and GLasso
• Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression
• Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
• Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
• Sampling from non-smooth distributions through Langevin diffusion
• Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals
• AIC for the group Lasso in generalized linear models
• Oracle inequalities and optimal inference under group sparsity

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