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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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| Yayımlandı: | J Am Stat Assoc |
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| Asıl Yazarlar: | , , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
2018
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| Konular: | |
| Online Erişim: | 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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