Adaptive estimation with partially overlapping models

DOI10.5705/ss.2014.233zbMath1419.62044OpenAlexW2275284190WikidataQ36603510 ScholiaQ36603510MaRDI QIDQ3465103

Jason P. Fine, Yu Feng Liu, Sunyoung Shin

Publication date: 28 January 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.233

zbMATH Keywords

overlappingpenalizationmodel selectionsparsityoracle propertyLassocomposite loss function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10)

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Iteratively Reweighted Group Lasso Based on Log-Composite Regularization

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