Group SLOPE - adaptive selection of groups of predictors

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arXiv1511.09078MaRDI QIDQ6267868

Małgorzata Bogdan, Weijie Su, Damian Brzyski

Publication date: 29 November 2015

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25)

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