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Group SLOPE – Adaptive Selection of Groups of Predictors

Published:2018-08-06 Issue:525 Volume:114 Page:419-433
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Brzyski Damian¹²,Gossmann Alexej³,Su Weijie⁴,Bogdan Małgorzata⁵

Affiliation:

1. Department of Epidemiology and Biostatistics, Indiana University, Bloomington, IN

2. Institute of Mathematics, Jagiellonian University, Cracow, Poland

3. Bioinnovation PhD Program, Tulane University, New Orleans, LA

4. Department of Statistics, University of Pennsylvania, Philadelphia, PA

5. Institute of Mathematics, University of Wroclaw, Wroclaw, Poland

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2017.1411269

Reference36 articles.

1. Adapting to unknown sparsity by controlling the false discovery rate

2. A new look at the statistical model identification

3. Bakin, S. (1999), Adaptive Regression and Model Selection in Data Mining Problems, Ph.D. dissertation, Australian National University.

4. Controlling the false discovery rate via knockoffs

5. A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

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2. Enhancing Hyperspectral Anomaly Detection by Difference-of-Convex Sparse Anomaly Modeling;ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP);2024-04-14

3. A note on sharp oracle bounds for Slope and Lasso;Communications in Statistics - Theory and Methods;2024-03-18

4. sgs: Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control;CRAN: Contributed Packages;2023-05-19

5. Safe Rules for the Identification of Zeros in the Solutions of the SLOPE Problem;SIAM Journal on Mathematics of Data Science;2023-03-17

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