The structured elastic net for quantile regression and support vector classification

DOI10.1007/S11222-010-9214-ZMaRDI QIDQ746191zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 5957245 (Why is no real title available?)
• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• scientific article; zbMATH DE number 1950576 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• The Bayesian Lasso
• The composite absolute penalties family for grouped and hierarchical variable selection
• The doubly regularized support vector machine
• The elements of statistical learning. Data mining, inference, and prediction
• Variable selection and regression analysis for graph-structured covariates with an application to genomics

Cited in

(10)

• Group identification and variable selection in quantile regression
• On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
• Bayesian model selection in ordinal quantile regression
• Variable selection using P-splines
• An intelligent system approach for asthma prediction in symptomatic preschool children
• 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
• Feature selection guided by structural information
• A coordinate descent algorithm for computing penalized smooth quantile regression

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Uses Software

• fda (R)
• gamair

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