Group subset selection for linear regression

DOI10.1016/J.CSDA.2014.02.005zbMath1506.62072OpenAlexW2066512999MaRDI QIDQ1623472

Junbin Gao, Guo, Yi, Mark N. Berman

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.02.005

zbMATH Keywords

subset selectionlinear regressionscreeninggroup Lasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• glmnet

Cites Work

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• Least angle regression. (With discussion)
• Penalized discriminant analysis
• Sign-constrained least squares estimation for high-dimensional regression
• Bayesian Variable Selection in Linear Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Fast Approach for Overcomplete Sparse Decomposition Based on Smoothed $\ell ^{0}$ Norm
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Model Selection and Estimation in Regression with Grouped Variables
• Strong Rules for Discarding Predictors in Lasso-Type Problems

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