Feature selection guided by structural information

DOI10.1214/09-AOAS302zbMath1194.62092arXiv1011.2315MaRDI QIDQ993274

Gerhard Tutz, Martin Slawski, Wolfgang Zu Castell

Publication date: 10 September 2010

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

Full work available at URL: https://arxiv.org/abs/1011.2315

zbMATH Keywords

regularization; model selection; random fields; sparsity; generalized linear model; lasso; elastic net; \(p \gg n\); signal regression

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J12: Generalized linear models (logistic models)

Related Items

Network-based sparse Bayesian classification, Feature selection guided by structural information

Uses Software

• rda
• GMRFLib

Cites Work

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