Sparsity with Sign-coherent Groups of Variables via the Cooperative-lasso by Julien Chiquet,
نویسنده
چکیده
2012, Vol. 0, No. 00, 1–36 DOI: 10.1214/11-AOAS520 © Institute of Mathematical Statistics, 2012 1 1 2 2 3 3 4 4 5 5 6 6 7 7 8 8 9 9 10 10 11 11 12 12 13 13 14 14 15 15 16 16 17 17 18 18 19 19 20 20 21 21 22 22 23 23 24 24 25 25 26 26 27 27 28 28 29 29 30 30 31 31 32 32 33 33 34 34 35 35 36 36 37 37 38 38 39 39 40 40 41 41 42 42 43 43 SPARSITY WITH SIGN-COHERENT GROUPS OF VARIABLES VIA THE COOPERATIVE-LASSO BY JULIEN CHIQUET, YVES GRANDVALET1 AND CAMILLE CHARBONNIER CNRS UMR 8071 & Université d’Évry and Université de Technologie de Compiègne—CNRS UMR 6599 Heudiasyc
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