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Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has been proposed as a way of extending the ideas of the lasso to...

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Detalles Bibliográficos
Publicado en:Stat Comput
Main Authors: Breheny, Patrick, Huang, Jian
Formato: Artigo
Idioma:Inglês
Publicado: 2013
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC4349417/
https://ncbi.nlm.nih.gov/pubmed/25750488
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-013-9424-2
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