Group SLOPE – Adaptive Selection of Groups of Predictors

DOI10.1080/01621459.2017.1411269zbMath1478.62200arXiv1610.04960OpenAlexW2963325939WikidataQ92886270 ScholiaQ92886270MaRDI QIDQ5229924

Alexej Gossmann, Damian Brzyski, Weijie Su, Małgorzata Bogdan

Publication date: 19 August 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.04960

zbMATH Keywords

model selectionfalse discovery rategroup selectionmultiple regressionslopeasymptotic minimax

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Paired and multiple comparisons; multiple testing (62J15)

Related Items

Safe Rules for the Identification of Zeros in the Solutions of the SLOPE Problem, Sparse index clones via the sorted ℓ₁-Norm, Adaptive Bayesian SLOPE: Model Selection With Incomplete Data, Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit

Uses Software

• PLINK
• glasso
• SPGL1

Cites Work

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