The benefit of group sparsity

DOI10.1214/09-AOS778zbMath1202.62052arXiv0901.2962MaRDI QIDQ987996

Publication date: 24 August 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2962

zbMATH Keywords

parameter estimation; regression; variable selection; sparsity; group Lasso; group sparsity; Lasso; \(L_1\) regularization

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

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