메뉴 건너뛰기




Volumn 17, Issue 4, 2008, Pages 317-326

Some theoretical results on the Grouped Variables Lasso

Author keywords

Group Lasso; Lasso; penalized least squares; sparsity; variable selection

Indexed keywords


EID: 77952566605     PISSN: 10665307     EISSN: 19348045     Source Type: Journal    
DOI: 10.3103/S1066530708040030     Document Type: Article
Times cited : (41)

References (25)
  • 1
    • 0004176753 scopus 로고
    • An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes
    • Hayward, CA: IMS
    • R. J. Adler, An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes, in Lecture Notes-Monograph Series (IMS, Hayward, CA, 1990), Vol. 12.
    • (1990) Lecture Notes-Monograph Series
    • Adler, R.J.1
  • 3
    • 38049008576 scopus 로고    scopus 로고
    • 1 Penalties
    • 20th Annual Conference on Learning Theory, COLT 2007 Proceedings, N. H. Bshouty and C. Gentile, eds. Springer
    • 1 Penalties", in Lecture Notes in Artificial Intelligence, vol. 4539: 20th Annual Conference on Learning Theory, COLT 2007 Proceedings, N. H. Bshouty and C. Gentile, eds. (Springer, 2007), pp. 530-543.
    • (2007) Lecture Notes in Artificial Intelligence , vol.4539 , pp. 530-543
    • Bunea, F.1    Tsybakov, A.B.2    Wegkamp, M.H.3
  • 4
    • 38049043619 scopus 로고    scopus 로고
    • Aggregation for Gaussian Regression
    • F. Bunea, A. B. Tsybakov, and M. H. Wegkamp, "Aggregation for Gaussian Regression", Ann. Statist. 35(4), 1674-1697 (2007).
    • (2007) Ann. Statist. , vol.35 , Issue.4 , pp. 1674-1697
    • Bunea, F.1    Tsybakov, A.B.2    Wegkamp, M.H.3
  • 6
    • 0036822482 scopus 로고    scopus 로고
    • On Block Thresholding in Wavelet Regression: Adaptivity, Block Size and Threshold Level
    • T. Cai, "On Block Thresholding in Wavelet Regression: Adaptivity, Block Size and Threshold Level", Statist. Sinica 12(4), 1241-1273 (2002).
    • (2002) Statist. Sinica , vol.12 , Issue.4 , pp. 1241-1273
    • Cai, T.1
  • 7
    • 50849141334 scopus 로고    scopus 로고
    • The Dantzig Selector: Statistical Estimation when p is Much Larger than n
    • E. J. Candes and T. Tao, "The Dantzig Selector: Statistical Estimation when p is Much Larger than n", Ann. Statist. 35, 2392-2404 (2007).
    • (2007) Ann. Statist. , vol.35 , pp. 2392-2404
    • Candes, E.J.1    Tao, T.2
  • 8
    • 0344907384 scopus 로고    scopus 로고
    • Penalized Blockwise Stein's Method, Monotone Oracles and Sharp Adaptive Estimation
    • L. Cavalier and A. B. Tsybakov, Penalized Blockwise Stein's Method, Monotone Oracles and Sharp Adaptive Estimation, Math. Methods Statist. 10(3), 247-282 (2001).
    • (2001) Math. Methods Statist. , vol.10 , Issue.3 , pp. 247-282
    • Cavalier, L.1    Tsybakov, A.B.2
  • 9
    • 38049046503 scopus 로고    scopus 로고
    • Aggregation by Exponential Weighting and Sharp OracleInequalities
    • 20th Annual Conference on Learning Theory, COLT 2007 Proceedings, N. H. Bshouty and C. Gentile, eds. Springer
    • A. Dalalyan and A. B. Tsybakov, "Aggregation by Exponential Weighting and Sharp Oracle Inequalities", in Lecture Notes in Artificial Intelligence, Vol. 4539: 20th Annual Conference on Learning Theory, COLT 2007 Proceedings, N. H. Bshouty and C. Gentile, eds. (Springer, 2007), pp. 97-111.
    • (2007) Lecture Notes in Artificial Intelligence , vol.4539 , pp. 97-111
    • Dalalyan, A.1    Tsybakov, A.B.2
  • 10
    • 33144483155 scopus 로고    scopus 로고
    • Stable Recovery of Sparse Overcomplete Representations in the Presence of Noise
    • D. L. Donoho, M. Elad, and V. N. Temlyakov, "Stable Recovery of Sparse Overcomplete Representations in the Presence of Noise", IEEE Trans. Inform. Theory 52(1), 6-18 (2006).
    • (2006) IEEE Trans. Inform. Theory , vol.52 , Issue.1 , pp. 6-18
    • Donoho, D.L.1    Elad, M.2    Temlyakov, V.N.3
  • 11
    • 3242708140 scopus 로고    scopus 로고
    • Least Angle Regression
    • B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, "Least Angle Regression", Ann. Statist. 32(2), 407-499 (2004) (With discussion, and a rejoinder by the authors).
    • (2004) Ann. Statist. , vol.32 , Issue.2 , pp. 407-499
    • Efron, B.1    Hastie, T.2    Johnstone, I.3    Tibshirani, R.4
  • 12
    • 1542784498 scopus 로고    scopus 로고
    • Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties
    • J. Fan and R. Li, "Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties", J. Amer. Statist. Assoc. 96(456), 1348-1360 (2001).
    • (2001) J. Amer. Statist. Assoc. , vol.96 , Issue.456 , pp. 1348-1360
    • Fan, J.1    Li, R.2
  • 13
    • 33746126624 scopus 로고    scopus 로고
    • Blockwise Sparse Regression
    • Yu. Kim, J. Kim, and Yo. Kim, "Blockwise Sparse Regression", Statist. Sinica 16(2), 375-390 (2006).
    • (2006) Statist. Sinica , vol.16 , Issue.2 , pp. 375-390
    • Kim, Y.1    Kim, J.2    Kim, Y.3
  • 14
    • 0034287156 scopus 로고    scopus 로고
    • Asymptotics for Lasso-Type Estimators
    • K. Knight and W. Fu, "Asymptotics for Lasso-Type Estimators", Ann. Statist. 28(5), 1356-1378 (2000).
    • (2000) Ann. Statist. , vol.28 , Issue.5 , pp. 1356-1378
    • Knight, K.1    Fu, W.2
  • 18
    • 33747163541 scopus 로고    scopus 로고
    • High Dimensional Graphs and Variable Selection with the Lasso
    • N. Meinshausen and P. Bühlmann, "High Dimensional Graphs and Variable Selection with the Lasso", Ann. Statist. 34(3), 1436-1462 (2006).
    • (2006) Ann. Statist. , vol.34 , Issue.3 , pp. 1436-1462
    • Meinshausen, N.1    Bühlmann, P.2
  • 19
    • 85194972808 scopus 로고    scopus 로고
    • Regression Shrinkage and Selection via the Lasso
    • R. Tibshirani, "Regression Shrinkage and Selection via the Lasso", J. Roy. Statist. Soc. Ser. B 58(1), 267-288 (1996).
    • (1996) J. Roy. Statist. Soc. Ser. B , vol.58 , Issue.1 , pp. 267-288
    • Tibshirani, R.1
  • 21
    • 51049121146 scopus 로고    scopus 로고
    • High-Dimensional Generalized Linear Models and the Lasso
    • S. van de Geer, "High-Dimensional Generalized Linear Models and the Lasso", Ann. Statist. 36(2), 614-645 (2008).
    • (2008) Ann. Statist. , vol.36 , Issue.2 , pp. 614-645
    • van de Geer, S.1
  • 22
    • 33645035051 scopus 로고    scopus 로고
    • Model Selection and Estimation in Regression with Grouped Variables
    • M. Yuan and Y. Lin, "Model Selection and Estimation in Regression with Grouped Variables", J. Roy. Statist. Soc. Ser. B 68(1), 49-67 (2006).
    • (2006) J. Roy. Statist. Soc. Ser. B , vol.68 , Issue.1 , pp. 49-67
    • Yuan, M.1    Lin, Y.2
  • 23
    • 33845263263 scopus 로고    scopus 로고
    • On Model Selection Consistency of Lasso
    • P. Zhao and B. Yu, "On Model Selection Consistency of Lasso", J. Mach. Learn. Res. 7, 2541-2563 (2006).
    • (2006) J. Mach. Learn. Res. , vol.7 , pp. 2541-2563
    • Zhao, P.1    Yu, B.2
  • 24
    • 33846114377 scopus 로고    scopus 로고
    • The Adaptive Lasso and Its Oracle Properties
    • H. Zou, "The Adaptive Lasso and Its Oracle Properties", J. Amer. Statist. Assoc. 101(476), 1418-1429 (2006).
    • (2006) J. Amer. Statist. Assoc. , vol.101 , Issue.476 , pp. 1418-1429
    • Zou, H.1
  • 25
    • 16244401458 scopus 로고    scopus 로고
    • Regularization and Variable Selection via the Elastic Net
    • H. Zou and T. Hastie, "Regularization and Variable Selection via the Elastic Net", J. Roy. Statist. Soc. Ser. B 67(2), 301-320 (2005).
    • (2005) J. Roy. Statist. Soc. Ser. B , vol.67 , Issue.2 , pp. 301-320
    • Zou, H.1    Hastie, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.