Some theoretical results on the grouped variables Lasso

DOI10.3103/S1066530708040030zbMath1282.62159OpenAlexW2036555572MaRDI QIDQ734551

D. Kharzeev

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530708040030

zbMATH Keywords

variable selectionsparsityLassopenalized least squaresGroup Lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Parametric inference under constraints (62F30)

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