Sparsity with sign-coherent groups of variables via the cooperative-Lasso

DOI10.1214/11-AOAS520zbMath1243.62101arXiv1103.2697MaRDI QIDQ439175

Camille Charbonnier, Yves Grandvalet, Julien Chiquet

Publication date: 1 August 2012

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2697

zbMATH Keywords

penalizationcontinuous variablesmicroarray analysisordinal variablesgrouped variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Graphical methods in statistics (62A09)

Related Items

Monotone splines Lasso ⋮ Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ A Two-Part Framework for Estimating Individualized Treatment Rules From Semicontinuous Outcomes ⋮ Grouping strategies and thresholding for high dimensional linear models ⋮ ``Grouping strategies and thresholding for high dimensional linear models: rejoinder ⋮ Additive monotone regression in high and lower dimensions

Uses Software

• UCI-ml

Cites Work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Sparse modeling of categorial explanatory variables
• Inferring multiple graphical structures
• Least angle and \(\ell _{1}\) penalized regression: a review
• The benefit of group sparsity
• The composite absolute penalties family for grouped and hierarchical variable selection
• Estimation of the mean of a multivariate normal distribution
• Heuristics of instability and stabilization in model selection
• Asymptotics for Lasso-type estimators.
• On the asymptotic properties of the group lasso estimator for linear models
• An active set algorithm to estimate parameters in generalized linear models with ordered predictors
• On the ``degrees of freedom of the lasso
• Better Subset Regression Using the Nonnegative Garrote
• Averaged gene expressions for regression
• The Group Lasso for Logistic Regression
• Asymptotic Statistics
• Using cluster computers in bioinformatics research
• Regularization and Variable Selection Via the Elastic Net
• On the Non-Negative Garrotte Estimator
• Model Selection and Estimation in Regression with Grouped Variables
• The Estimation of Prediction Error
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item