메뉴 건너뛰기




Volumn 24, Issue 1, 2015, Pages 41-60

A group VISA algorithm for variable selection

Author keywords

Group variable selection; Grouped Lars; Linear regression; VISA

Indexed keywords


EID: 85027938740     PISSN: 16182510     EISSN: 1613981X     Source Type: Journal    
DOI: 10.1007/s10260-014-0281-8     Document Type: Article
Times cited : (5)

References (32)
  • 1
    • 46249088758 scopus 로고    scopus 로고
    • Consistency of the group Lasso and multiple kernel learning
    • Bach P (2008) Consistency of the group Lasso and multiple kernel learning. J Mach Learn Res 9:1179–1225
    • (2008) J Mach Learn Res , vol.9 , pp. 1179-1225
    • Bach, P.1
  • 2
    • 4944236499 scopus 로고    scopus 로고
    • Adaptive regression and variable selection in data mining problems. Ph. D
    • Australian National University, Canberra:
    • Bakin S (1999) Adaptive regression and variable selection in data mining problems. Ph. D. thesis, Australian National University, Canberra
    • (1999) Thesis
    • Bakin, S.1
  • 3
  • 4
    • 84886734844 scopus 로고    scopus 로고
    • Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors. Stat Comput
    • Breheny P, Huang J (2014) Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors. Stat Comput. doi:10.1007/s11222-013-9424-2
    • (2014)
    • Breheny, P.1    Huang, J.2
  • 5
    • 34548275795 scopus 로고    scopus 로고
    • The Dantzig selector: statistical estimation when p is much large than n
    • Candes E, Tao T (2007) The Dantzig selector: statistical estimation when p is much large than n. Ann Stat 35:2313–2351
    • (2007) Ann Stat , vol.35 , pp. 2313-2351
    • Candes, E.1    Tao, T.2
  • 6
    • 84875804877 scopus 로고    scopus 로고
    • The performance of group Lasso linear regression of grouped variables
    • Department of Computer Sciences, Duck University:
    • Duarte M, Bajwa W, Calderbank R (2011) The performance of group Lasso linear regression of grouped variables. Technical Report TR-2010-10, Department of Computer Sciences, Duck University
    • (2011) Technical Report TR-2010-10
    • Duarte, M.1    Bajwa, W.2    Calderbank, R.3
  • 8
    • 1542784498 scopus 로고    scopus 로고
    • Variable selection via nonconcave penalized likelihood and its oracle properties
    • Fan J, Li R (2001) Variable selection via nonconcave penalized likelihood and its oracle properties. J Am Stat Assoc 96:1348–1360
    • (2001) J Am Stat Assoc , vol.96 , pp. 1348-1360
    • Fan, J.1    Li, R.2
  • 9
    • 85028170881 scopus 로고    scopus 로고
    • A note on the group lasso and a sparse group lasso, Preprint:
    • Friedman J, Hastie T, Tibshirani (2010) A note on the group lasso and a sparse group lasso. Preprint
    • (2010) Tibshirani
    • Friedman, J.1    Hastie, T.2
  • 10
    • 84865003848 scopus 로고    scopus 로고
    • Exact block-wise optimization in group Lasso for linear regression
    • Forgel R, Drton M (2010) Exact block-wise optimization in group Lasso for linear regression. Arxiv preprint
    • (2010) Arxiv preprint
    • Forgel, R.1    Drton, M.2
  • 11
    • 0041879258 scopus 로고    scopus 로고
    • Outcomes of the equivalence of adaptive ridge with least absolute shrinkage
    • Grandvalet Y, Canu S (1999) Outcomes of the equivalence of adaptive ridge with least absolute shrinkage. In: Advances in neural information processing systems 11 (NIPS 1998), pp 445–451
    • (1999) Advances in neural information processing systems , vol.11 , Issue.NIPS 1998 , pp. 445-451
    • Grandvalet, Y.1    Canu, S.2
  • 12
    • 71149113559 scopus 로고    scopus 로고
    • Group Lasso with overlap and graph Lasso. In: Proceedings of the 26th annual international conference on machine learning
    • Jacob L, Obozinski G, Vert J (2009) Group Lasso with overlap and graph Lasso. In: Proceedings of the 26th annual international conference on machine learning, pp 433–440
    • (2009) Pp 433–440
    • Jacob, L.1    Obozinski, G.2    Vert, J.3
  • 13
    • 66249102619 scopus 로고    scopus 로고
    • A group bridge approach for variable selection
    • Huang J, Ma S, Xie H, Zhang C-H (2009) A group bridge approach for variable selection. Biometrika 96:339–355
    • (2009) Biometrika , vol.96 , pp. 339-355
    • Huang, J.1    Ma, S.2    Xie, H.3    Zhang, C.-H.4
  • 14
    • 33644519153 scopus 로고    scopus 로고
    • Component selection and smoothing in smoothing spline analysis of variance models. Technical Report 1072
    • University of Wisconsin, Madison:
    • Lin Y, Zhang HH (2003) Component selection and smoothing in smoothing spline analysis of variance models. Technical Report 1072. Department of Statistics, University of Wisconsin, Madison
    • (2003) Department of Statistics
    • Lin, Y.1    Zhang, H.H.2
  • 16
    • 84855412474 scopus 로고    scopus 로고
    • Oracle inequalities and optimal inference under group sparsity
    • Lounici K, Pontil M, van de Geer S, Tsybakov A (2011) Oracle inequalities and optimal inference under group sparsity. Ann Stat 39:2164–2204
    • (2011) Ann Stat , vol.39 , pp. 2164-2204
    • Lounici, K.1    Pontil, M.2    van de Geer, S.3    Tsybakov, A.4
  • 17
  • 19
    • 33747163541 scopus 로고    scopus 로고
    • High-dimensional graphs and variable selection with the Lasso
    • Meinshausen P, Bühlmann P (2006) High-dimensional graphs and variable selection with the Lasso. Ann Stat 34:1049–1579
    • (2006) Ann Stat , vol.34 , pp. 1049-1579
    • Meinshausen, P.1    Bühlmann, P.2
  • 20
    • 84865612777 scopus 로고    scopus 로고
    • An extended variable inclusion and shrinkage algorithm for correlated variables
    • Mkhadri A, Ouhourane M (2013) An extended variable inclusion and shrinkage algorithm for correlated variables. Comput Stat Data Anal 57:631–644
    • (2013) Comput Stat Data Anal , vol.57 , pp. 631-644
    • Mkhadri, A.1    Ouhourane, M.2
  • 21
    • 77949526376 scopus 로고    scopus 로고
    • On the asymptotic properties of the group Lasso estimator for linear models
    • Nardi Y, Rinaldo A (2008) On the asymptotic properties of the group Lasso estimator for linear models. Electron J Stat 2:605–633
    • (2008) Electron J Stat , vol.2 , pp. 605-633
    • Nardi, Y.1    Rinaldo, A.2
  • 22
    • 84871600478 scopus 로고    scopus 로고
    • A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
    • Negahban S, Ravikumar P, Wainwrigt M, Yu B (2012) A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers. Stat Sci 27:538–557
    • (2012) Stat Sci , vol.27 , pp. 538-557
    • Negahban, S.1    Ravikumar, P.2    Wainwrigt, M.3    Yu, B.4
  • 23
    • 34547849507 scopus 로고    scopus 로고
    • An ℓ1 regularization path algorithm for generalized linear models
    • Park M, Hastie T (2007) An ℓ1 regularization path algorithm for generalized linear models. J R Stat Soc Ser B 69:659–677
    • (2007) J R Stat Soc Ser B , vol.69 , pp. 659-677
    • Park, M.1    Hastie, T.2
  • 24
    • 54949144379 scopus 로고    scopus 로고
    • Variable inclusion and shrinkage algorithms
    • Radchenko P, James GM (2008) Variable inclusion and shrinkage algorithms. J Am Stat Assoc 103(483):1304–1315
    • (2008) J Am Stat Assoc , vol.103 , Issue.483 , pp. 1304-1315
    • Radchenko, P.1    James, G.M.2
  • 27
    • 84861493991 scopus 로고    scopus 로고
    • An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
    • She Y (2012) An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors. Comput Stat Data Anal 56(10):2976–2990
    • (2012) Comput Stat Data Anal , vol.56 , Issue.10 , pp. 2976-2990
    • She, Y.1
  • 28
    • 0001287271 scopus 로고    scopus 로고
    • Regression shrinkage and selection via the Lasso
    • Tibshirani R (1996) Regression shrinkage and selection via the Lasso. J R Stat Soc B 58:267–288
    • (1996) J R Stat Soc B , vol.58 , pp. 267-288
    • Tibshirani, R.1
  • 29
    • 80053280974 scopus 로고    scopus 로고
    • Group coordinate descent algorithms for nonconvex penalized regression
    • Wei F, Zhu H (2012) Group coordinate descent algorithms for nonconvex penalized regression. Comput Stat Data Anal 56:316–326
    • (2012) Comput Stat Data Anal , vol.56 , pp. 316-326
    • Wei, F.1    Zhu, H.2
  • 30
    • 33645035051 scopus 로고    scopus 로고
    • Model selection and estimation in regression with grouped variables
    • Yuan M, Lin Y (2006) Model selection and estimation in regression with grouped variables. J R Stat Soc Ser B 68:49–67
    • (2006) J R Stat Soc Ser B , vol.68 , pp. 49-67
    • Yuan, M.1    Lin, Y.2
  • 31
    • 77649284492 scopus 로고    scopus 로고
    • Nearly unbiased variable selection under minimax concave penalty
    • Zhang CH (2010) Nearly unbiased variable selection under minimax concave penalty. Annals Stat 38(2):894–942
    • (2010) Annals Stat , vol.38 , Issue.2 , pp. 894-942
    • Zhang, C.H.1
  • 32
    • 16244401458 scopus 로고    scopus 로고
    • Regularization and variable selection via the elastic-net
    • Zou H, Hastie T (2005) Regularization and variable selection via the elastic-net. J R Stat Soc Ser B 67:301–320
    • (2005) J R Stat Soc Ser B , vol.67 , pp. 301-320
    • Zou, H.1    Hastie, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.