Consistent group selection in high-dimensional linear regression
نویسندگان
چکیده
منابع مشابه
Consistent group selection in high-dimensional linear regression.
In regression problems where covariates can be naturally grouped, the group Lasso is an attractive method for variable selection since it respects the grouping structure in the data. We study the selection and estimation properties of the group Lasso in high-dimensional settings when the number of groups exceeds the sample size. We provide sufficient conditions under which the group Lasso selec...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2010
ISSN: 1350-7265
DOI: 10.3150/10-bej252