Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data

This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012 ), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005 ) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (Ada...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Communications in statistics. Simulation and computation Jg. 43; H. 10; S. 2468 - 2481
Hauptverfasser: Fu, Guang-Hui, Zhang, Wen-Ming, Dai, Lin, Fu, Ying-Zi
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Philadelphia Taylor & Francis 26.11.2014
Taylor & Francis Ltd
Schlagworte:
Adaptive algorithms
Adaptive elastic net
Algorithms
Computation
Computer simulation
Correlation
Elastic constants
Group variable selection
Integer programming
LASSO
Oracle property
Primary 62H86
Reptiles & amphibians
Secondary 62-07
Weight-fused LASSO
ISSN:0361-0918, 1532-4141
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012 ), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005 ) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009 ), and a new group variable selection algorithm with oracle property (Fan and Li, 2001 ; Zou, 2006 ) is obtained.
Bibliographie:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ObjectType-Article-2
content type line 23
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2012.752841