The high-dimensional statistical analysis of sparse Group Lasso

MaRDI QIDQ2927442zbMATH OpenFDO

Authors Yitao Ding, Tuhui Zhang, Hai Zhang

Publication date 3 November 2014

Published in Journal of Northwest University. Natural Sciences Edition (Search for Journal in Brave)

zbMATH Keywords

group variable selectionLassopenalty functionsparsity

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Pattern recognition, speech recognition (68T10)

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Cited in

(8)

• Hierarchical sparse modeling: a choice of two group Lasso formulations
• Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
• The high dimensional statistical analysis of Lasso with second moment noise
• Comments on ``Grouping strategies and thresholding for high dimension linear models
• Sparse Group Lasso: Optimal Sample Complexity, Convergence Rate, and Statistical Inference
• Overlapping group lasso for high-dimensional generalized linear models
• Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design
• The analysis of adaptive sparse group lasso based on the L_p regularizer

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