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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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書誌詳細
出版年:Biostatistics
主要な著者: Reid, Stephen, Tibshirani, Robert
フォーマット: Artigo
言語:Inglês
出版事項: Oxford University Press 2016
主題:
オンライン・アクセス: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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