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Group SLOPE - adaptive selection of groups of predictors()
Sorted L-One Penalized Estimation (SLOPE, Bogdan et al., 2013, 2015) is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we extend the idea of SLOPE to deal with the situation when one aims at selecting whole...
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| Publicado no: | J Am Stat Assoc |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2018
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6583898/ https://ncbi.nlm.nih.gov/pubmed/31217649 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2017.1411269 |
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