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A Selective Review of Group Selection in High-Dimensional Models

Grouping structures arise naturally in many statistical modeling problems. Several methods have been proposed for variable selection that respect grouping structure in variables. Examples include the group LASSO and several concave group selection methods. In this article, we give a selective review...

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Detalhes bibliográficos
Main Authors: Huang, Jian, Breheny, Patrick, Ma, Shuangge
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3810358/
https://ncbi.nlm.nih.gov/pubmed/24174707
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/12-STS392
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