Selection and Fusion of Categorical Predictors with L0-Type Penalties

DOI10.1177/1471082X14553366OpenAlexW2345341078MaRDI QIDQ4971423

Wolfgang Pößnecker, Gerhard Tutz, Margret-Ruth Oelker

Publication date: 12 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x14553366

zbMATH Keywords

model selectionadaptive Lassobest subset selectionGLMs

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

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• GenSA
• Fahrmeir
• gvcm.cat
• CasANOVA
• Ebimage
• GIMP

Cites Work

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• Regularization and model selection with categorical predictors and effect modifiers in generalized linear models
• Nonlinear evolution equations as fast and exact solvers of estimation problems
• Sparse Approximation via Penalty Decomposition Methods
• Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ ¹ minimization
• Multivariate statistical modelling based on generalized linear models.

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