Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure
نویسندگان
چکیده
منابع مشابه
Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure.
We propose a multivariate sparse group lasso variable selection and estimation method for data with high-dimensional predictors as well as high-dimensional response variables. The method is carried out through a penalized multivariate multiple linear regression model with an arbitrary group structure for the regression coefficient matrix. It suits many biology studies well in detecting associat...
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ژورنال
عنوان ژورنال: Biometrics
سال: 2015
ISSN: 0006-341X
DOI: 10.1111/biom.12292