Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure

DOI10.1111/biom.12292zbMath1390.62285OpenAlexW1560240297WikidataQ35778722 ScholiaQ35778722MaRDI QIDQ3459931

Bin Nan, Yanming Li, Ji Zhu

Publication date: 11 January 2016

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4479976

zbMATH Keywords

high-dimensional datasparsityoracle inequalitiescoordinate descent algorithmgenetic associationeQTLmultivariate sparse group Lasso variable selection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

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