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Sparse regression and marginal testing using cluster prototypes

We propose a new approach for sparse regression and marginal testing, for data with correlated features. Our procedure first clusters the features, and then chooses as the cluster prototype the most informative feature in that cluster. Then we apply either sparse regression (lasso) or marginal signi...

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Sonraí Bibleagrafaíochta
Foilsithe in:Biostatistics
Main Authors: Reid, Stephen, Tibshirani, Robert
Formáid: Artigo
Teanga:Inglês
Foilsithe: Oxford University Press 2016
Ábhair:
Rochtain Ar Líne:https://ncbi.nlm.nih.gov/pmc/articles/PMC5006118/
https://ncbi.nlm.nih.gov/pubmed/26614384
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biostatistics/kxv049
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