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Transfer learning for high-dimensional linear regression under grouped variables

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  • Lai, Peng
  • Sun, Yujie

Abstract

We explore transfer learning in scenarios where both source data and target data are organized into groups. Two-step transfer learning algorithm and transferable source detection algorithm are respectively presented for known and unknown transferable sources. Numerical simulations, practical applications, and theoretical proofs demonstrate the superiority of our proposed method.

Suggested Citation

  • Lai, Peng & Sun, Yujie, 2026. "Transfer learning for high-dimensional linear regression under grouped variables," Statistics & Probability Letters, Elsevier, vol. 236(C).
    • Handle: RePEc:eee:stapro:v:236:y:2026:i:c:s0167715226001379
    DOI: 10.1016/j.spl.2026.110773
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