Sparse regularization for bi-level variable selection

DOI10.5183/JJSCS.1502001_216MaRDI QIDQ2953958zbMATH OpenOpenAlexFDO

Authors Hidetoshi Matsui

Publication date 11 January 2017

Published in Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5183/jjscs.1502001_216

zbMATH Keywords

composite penaltyLassovariable selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Bi-level variable selection via adaptive sparse group Lasso
• Sparse group variable selection via two nonconvex penalized regression models
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Cited in

(9)

• Bayesian group bridge for bi-level variable selection
• A doubly sparse approach for group variable selection
• Group variable selection in the Andersen-Gill model for recurrent event data
• A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
• Adaptive regularization using the entire solution surface
• Sparse group variable selection via two nonconvex penalized regression models
• Bi-level variable selection via adaptive sparse group Lasso
• Estimation and variable selection on sparse model with group structure
• Interpretability of bi-level variable selection methods

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