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Convex Modeling of Interactions with Strong Heredity

We consider the task of fitting a regression model involving interactions among a potentially large set of covariates, in which we wish to enforce strong heredity. We propose FAMILY, a very general framework for this task. Our proposal is a generalization of several existing methods, such as VANISH...

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Detalhes bibliográficos
Publicado no:J Comput Graph Stat
Main Authors: Haris, Asad, Witten, Daniela, Simon, Noah
Formato: Artigo
Idioma:Inglês
Publicado em: 2015
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5353363/
https://ncbi.nlm.nih.gov/pubmed/28316461
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2015.1067217
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