AIC for the group Lasso in generalized linear models

DOI10.1007/s42081-019-00052-0zbMath1436.62339OpenAlexW2955272766WikidataQ127612839 ScholiaQ127612839MaRDI QIDQ2303501

Yuta Yamashita, Satoshi Komatsu, Yoshiyuki Ninomiya

Publication date: 4 March 2020

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-019-00052-0

zbMATH Keywords

variable selectioninformation criteriontuning parameterstatistical asymptotic theorygroup-sparsity penalty

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Unnamed Item ⋮ Special feature: Information theory and statistics

Uses Software

• glasso

Cites Work

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