The structured elastic net for quantile regression and support vector classification

DOI10.1007/S11222-010-9214-ZzbMATH Open1322.62041OpenAlexW2119835883MaRDI QIDQ746191FDOQ746191

Authors: Martin Slawski 

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9214-z

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zbMATH Keywords

quantile regressionelastic netsolution pathdouble regularizationsupport vector classification

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Cites Work

• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• The elements of statistical learning. Data mining, inference, and prediction
• Functional data analysis
• Least angle regression. (With discussion)
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• Functional linear regression that's interpretable
• Interpolation of spatial data. Some theory for kriging
• Quantile regression.
• The Bayesian Lasso
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Variable selection and regression analysis for graph-structured covariates with an application to genomics
• Piecewise linear regularized solution paths
• Bayesian methods for support vector machines: Evidence and predictive class probabilities
• The composite absolute penalties family for grouped and hierarchical variable selection
• Bayesian lasso regression
• Title not available (Why is that?)
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• Convexity, Classification, and Risk Bounds
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• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Multi-category support vector machines, feature selection and solution path
• Bi-level path following for cross validated solution of kernel quantile regression
• The doubly regularized support vector machine
• Feature selection guided by structural information
• Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
• Tests for a Difference in Timing of Physiological Response Between Two Brain Regions Measured by Using Functional Magnetic Resonance Imaging

Cited In (10)

• M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
• Adaptive elastic-net selection in a quantile model with diverging number of variable groups
• A partial graphical model with a structural prior on the direct links between predictors and responses
• Variable selection using P-splines
• Bayesian model selection in ordinal quantile regression
• On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
• Feature selection guided by structural information
• Group identification and variable selection in quantile regression
• A coordinate descent algorithm for computing penalized smooth quantile regression
• An intelligent system approach for asthma prediction in symptomatic preschool children

Uses Software

• fda (R)
• gamair

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