Structured variable selection via prior-induced hierarchical penalty functions
type: Item
instance of: scholarly article
title: Structured variable selection via prior-induced hierarchical penalty functions
zbMATH Open document ID: 1468.62221
author: Tso-Jung Yen
author: Yu-Min Yen
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6918565
zbMATH Keywords: group sparsity
zbMATH Keywords: spike and slab priors
zbMATH Keywords: log-sum approximation to the \(l_0\)-norm
zbMATH Keywords: majorization-minimization algorithms
zbMATH Keywords: alternating direction method of multipliers
Wikidata QID: Q114671401
describes a project that uses: glmnet
MaRDI profile type: Publication
full work available at URL: j.csda.2015.10.011
OpenAlex ID: W1916199214
cites work: Q3096148
cites work: Forecasting economic time series using targeted predictors
cites work: Simultaneous analysis of Lasso and Dantzig selector
cites work: Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
cites work: Statistics for high-dimensional data. Methods, theory and applications.
cites work: Variable selection in nonparametric additive models
cites work: The benefit of group sparsity
cites work: Variable selection using MM algorithms
cites work: Oracle inequalities and optimal inference under group sparsity
cites work: The Group Lasso for Logistic Regression
cites work: Bayesian Variable Selection in Linear Regression
cites work: Forecasting the U.S. Unemployment Rate
cites work: Support union recovery in high-dimensional multivariate regression
cites work: Sparse Additive Models
cites work: A majorization-minimization approach to the sparse generalized eigenvalue problem
cites work: Forecasting Using Principal Components From a Large Number of Predictors
cites work: Q3468494
cites work: Q4864293
cites work: Strong Rules for Discarding Predictors in Lasso-Type Problems
cites work: The MM alternative to EM
cites work: A majorization-minimization approach to variable selection using spike and slab priors
cites work: Model Selection and Estimation in Regression with Grouped Variables
cites work: Q3174050
DOI: 10.1016/J.CSDA.2015.10.011
description: scientific article; zbMATH DE number 6918565