An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
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References listed on IDEAS
- Jiahua Chen & Zehua Chen, 2008. "Extended Bayesian information criteria for model selection with large model spaces," Biometrika, Biometrika Trust, vol. 95(3), pages 759-771.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Abdallah Mkhadri & Mohamed Ouhourane, 2015. "A group VISA algorithm for variable selection," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 41-60, March.
- Yang, Hu & Yi, Danhui, 2015. "Studies of the adaptive network-constrained linear regression and its application," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 40-52.
More about this item
KeywordsNonconvex penalties; Group LASSO; Generalized linear models; Spectral analysis; Gene selection;
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