cmenet: A New Method for Bi-Level Variable Selection of Conditional Main Effects
From MaRDI portal
Publication:5231511
DOI10.1080/01621459.2018.1448828zbMath1420.62339arXiv1701.05547OpenAlexW2962877733MaRDI QIDQ5231511
Publication date: 27 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.05547
Software, source code, etc. for problems pertaining to statistics (62-04) Factorial statistical designs (62K15)
Related Items
Bayesian-inspired minimum contamination designs under a double-pair conditional effect model, Scalable Algorithms for the Sparse Ridge Regression, An evaluation of estimation capacity under the conditional main effect parameterization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Penalized methods for bi-level variable selection
- The group exponential lasso for bi-level variable selection
- Nearly unbiased variable selection under minimax concave penalty
- Minimax and Minimax Projection Designs Using Clustering
- A lasso for hierarchical interactions
- Pathwise coordinate optimization
- Coordinate descent algorithms for lasso penalized regression
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Numerical Analysis for Statisticians
- The Group Lasso for Logistic Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Statistical View of Some Chemometrics Regression Tools
- De-noising by soft-thresholding
- Regularization and Variable Selection Via the Elastic Net
- Post-Fisherian Experimentation: From Physical to Virtual
- Model Selection and Estimation in Regression with Grouped Variables
- Strong Rules for Discarding Predictors in Lasso-Type Problems
- The elements of statistical learning. Data mining, inference, and prediction