Group variable selection via a hierarchical lasso and its oracle property
نویسندگان
چکیده
منابع مشابه
Group variable selection via a hierarchical lasso and its oracle property
In many engineering and scientific applications, prediction variables are grouped, for example, in biological applications where assayed genes or proteins can be grouped by biological roles or biological pathways. Common statistical analysis methods such as ANOVA, factor analysis, and functional modeling with basis sets also exhibit natural variable groupings. Existing successful group variable...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2010
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2010.v3.n4.a13