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Volumn 22, Issue 3, 2012, Pages 983-1001

Standardization and the group lasso penalty

Author keywords

Group Lasso; High dimensional data; Lasso; Penalized regression; Regularization; Standardization

Indexed keywords


EID: 84864966672     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2011.075     Document Type: Article
Times cited : (129)

References (18)
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    • Citeseer, 2008
    • Koltchinskii, V. and Yuan M. (2008). Sparse recovery in large ensembles of kernel machines. In Conference on Learning Theory, COLT, 229-238. Citeseer, 2008.
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    • Koltchinskii, V.1    Yuan, M.2
  • 8
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    • Sparsity in multiple kernel learning
    • Koltchinskii, V. and Yuan M. (2010). Sparsity in multiple kernel learning. Ann. Statist., 38, 3660-3695.
    • (2010) Ann. Statist. , vol.38 , pp. 3660-3695
    • Koltchinskii, V.1    Yuan, M.2
  • 14
    • 85194972808 scopus 로고    scopus 로고
    • Regression shrinkage and selection via the lasso
    • Tibshirani, R (1996). Regression shrinkage and selection via the lasso. J. Roy. Statist. Soc. Ser. B 58, 267-288.
    • (1996) J. Roy. Statist. Soc. Ser. B , vol.58 , pp. 267-288
    • Tibshirani, R.1
  • 15
    • 0035533631 scopus 로고    scopus 로고
    • Convergence of block coordinate descent method for nondifferentiable maximization
    • Tseng, P. (2001). Convergence of block coordinate descent method for nondifferentiable maximization. J. Optim. Theory Appl., 109, 474-494.
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    • Tseng, P.1
  • 16
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    • A coordinate gradient descent method for nonsmooth separable minimization
    • Tseng, P. and Yun, S. (2009). A coordinate gradient descent method for nonsmooth separable minimization. Math. Program. 117, 387-423.
    • (2009) Math. Program. , vol.117 , pp. 387-423
    • Tseng, P.1    Yun, S.2
  • 18
    • 33645035051 scopus 로고    scopus 로고
    • Model selection and estimation in regression with grouped variables
    • Yuan, M. and Lin, Y. (2007). Model selection and estimation in regression with grouped variables. J. Roy. Statist. Soc. Ser. B 68, 49-67.
    • (2007) J. Roy. Statist. Soc. Ser. B , vol.68 , pp. 49-67
    • Yuan, M.1    Lin, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.