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A group bridge approach for variable selection
In multiple regression problems when covariates can be naturally grouped, it is important to carry out feature selection at the group and within-group individual variable levels simultaneously. The existing methods, including the lasso and group lasso, are designed for either variable selection or g...
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| Hauptverfasser: | , , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Oxford University Press
2009
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2796848/ https://ncbi.nlm.nih.gov/pubmed/20037673 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asp020 |
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