Adaptive and reversed penalty for analysis of high-dimensional correlated data

DOI10.1016/J.APM.2020.11.004zbMATH Open1481.62040OpenAlexW3102206245MaRDI QIDQ823261FDOQ823261

Authors: N. E. Zubov 

Publication date: 24 September 2021

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2020.11.004

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zbMATH Keywords

linear modelpenalized estimationnonconvex minimizationcorrelated effects

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

Cites Work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Title not available (Why is that?)
• Restricted eigenvalue properties for correlated Gaussian designs
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• A lava attack on the recovery of sums of dense and sparse signals
• Additive models with trend filtering
• On the adaptive elastic net with a diverging number of parameters
• A new class of blased estimate in linear regression
• On model selection consistency of the elastic net when \(p \gg n\)
• Feasible generalized least squares using support vector regression
• Structured gene-environment interaction analysis
• Two new approaches to compressed sensing exhibiting both robust sparse recovery and the grouping effect

Cited In (3)

• Regression with adaptive Lasso and correlation based penalty
• Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
• One-step sparse estimates in the reverse penalty for high-dimensional correlated data

Uses Software

• glmnet

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