The benefit of group sparsity
From MaRDI portal
Publication:987996
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
parameter estimation; regression; variable selection; sparsity; group Lasso; group sparsity; Lasso; \(L_1\) regularization
62G08: Nonparametric regression and quantile regression
62J05: Linear regression; mixed models
62G05: Nonparametric estimation
Related Items
Sparsity Constrained Estimation in Image Processing and Computer Vision, Unnamed Item, Unnamed Item, Structured, Sparse Aggregation, The Convex Mixture Distribution: Granger Causality for Categorical Time Series, Overlapping group lasso for high-dimensional generalized linear models, Computation of second-order directional stationary points for group sparse optimization, Sparse optimization for nonconvex group penalized estimation, Kernelized Elastic Net Regularization: Generalization Bounds, and Sparse Recovery, Structured sparsity through convex optimization, A selective review of group selection in high-dimensional models, High-dimensional regression with unknown variance, A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers, Sparse estimation by exponential weighting, Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions, Solving constrained nonsmooth group sparse optimization via group Capped-\(\ell_1\) relaxation and group smoothing proximal gradient algorithm, Grouped variable selection with discrete optimization: computational and statistical perspectives, Local optimality for stationary points of group zero-norm regularized problems and equivalent surrogates, Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm, Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data, Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression, A Note on Coding and Standardization of Categorical Variables in (Sparse) Group Lasso Regression, Tuning-Free Heterogeneity Pursuit in Massive Networks, The benefit of group sparsity in group inference with de-biased scaled group Lasso, A partially linear framework for massive heterogeneous data, Split Bregman algorithms for sparse group lasso with application to MRI reconstruction, Split Bregman algorithms for multiple measurement vector problem, ``Grouping strategies and thresholding for high dimensional linear models: discussion, Sparsity with sign-coherent groups of variables via the cooperative-Lasso, Robust face recognition via block sparse Bayesian learning, Resource-aware MPC for constrained nonlinear systems: a self-triggered control approach, On the null space property of \(l_q\)-minimization for \(0 < q \leq 1\) in compressed sensing, Robust inference on average treatment effects with possibly more covariates than observations, Estimation of (near) low-rank matrices with noise and high-dimensional scaling, Oracle inequalities and optimal inference under group sparsity, Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness, Fast global convergence of gradient methods for high-dimensional statistical recovery, Tight conditions for consistency of variable selection in the context of high dimensionality, Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals, Penalized estimation in additive varying coefficient models using grouped regularization, Efficient nonconvex sparse group feature selection via continuous and discrete optimization, Trace regression model with simultaneously low rank and row(column) sparse parameter, Structured variable selection via prior-induced hierarchical penalty functions, On group-wise \(\ell_p\) regularization: theory and efficient algorithms, Recovery of block sparse signals under the conditions on block RIC and ROC by BOMP and BOMMP, A doubly sparse approach for group variable selection, A sharp recovery condition for block sparse signals by block orthogonal multi-matching pursuit, High-dimensional grouped folded concave penalized estimation via the LLA algorithm, Theoretical properties of the overlapping groups Lasso, Compressed sensing of color images, High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms, Quantile regression feature selection and estimation with grouped variables using Huber approximation, Posterior contraction in group sparse logit models for categorical responses, Penalized estimation of threshold auto-regressive models with many components and thresholds, Robust grouped variable selection using distributionally robust optimization, Bayesian linear regression for multivariate responses under group sparsity, A perturbation analysis of nonconvex block-sparse compressed sensing, Discrete optimization methods for group model selection in compressed sensing, Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach, AIC for the group Lasso in generalized linear models, A simple Gaussian measurement bound for exact recovery of block-sparse signals, Error bounds for compressed sensing algorithms with group sparsity: A unified approach, Dynamic semi-parametric factor model for functional expectiles, Quantile regression with group Lasso for classification, Support union recovery in high-dimensional multivariate regression, Salt and pepper noise removal with multi-class dictionary learning and L\(_0\) norm regularizations, Testable uniqueness conditions for empirical assessment of undersampling levels in total variation-regularized X-ray CT, Structured Sparsity: Discrete and Convex Approaches
Cites Work
- Unnamed Item
- Unnamed Item
- Some sharp performance bounds for least squares regression with \(L_1\) regularization
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Sparse recovery problems in high dimensions: statistical inference and learning theory. Abstracts from the mini-workshop held March 15th -- March 21st, 2009.
- On the asymptotic properties of the group lasso estimator for linear models
- Simultaneous analysis of Lasso and Dantzig selector
- Support union recovery in high-dimensional multivariate regression
- Decoding by Linear Programming
- Information-theoretic upper and lower bounds for statistical estimation
- Compressed Sensing and Redundant Dictionaries
- An Empirical Bayesian Strategy for Solving the Simultaneous Sparse Approximation Problem
- On the Reconstruction of Block-Sparse Signals With an Optimal Number of Measurements
- Multitask Compressive Sensing
- Model Selection and Estimation in Regression with Grouped Variables