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...

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Vydané v:	Communications in statistics. Simulation and computation Ročník 43; číslo 10; s. 2468 - 2481
Hlavní autori:	Fu, Guang-Hui, Zhang, Wen-Ming, Dai, Lin, Fu, Ying-Zi
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Taylor & Francis 26.11.2014 Taylor & Francis Ltd
Predmet:	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
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