Model selection and estimation in regression with grouped variables

@inproceedings{Yuan2004ModelSA,
  title={Model selection and estimation in regression with grouped variables},
  author={Ming Yuan},
  year={2004}
}
We consider the problem of selecting grouped variables (factors) for accurate prediction in regression. Such a problem arises naturally in many practical situations with the multifactor analysis-of-variance problem as the most important and well-known example. Instead of selecting factors by stepwise backward elimination, we focus on the accuracy of estimation and consider extensions of the lasso, the LARS algorithm and the non-negative garrotte for factor selection. The lasso, the LARS… CONTINUE READING
Highly Influential
This paper has highly influenced 465 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 4,695 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 2,520 extracted citations

Features for Masking-Based Monaural Speech Separation in Reverberant Conditions

IEEE/ACM Transactions on Audio, Speech, and Language Processing • 2017
View 14 Excerpts
Highly Influenced

Group Sparsity Tensor Factorization for Re-Identification of Open Mobility Traces

IEEE Transactions on Information Forensics and Security • 2017
View 8 Excerpts
Highly Influenced

4,695 Citations

0200400'03'06'10'14'18
Citations per Year
Semantic Scholar estimates that this publication has 4,695 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-10 of 12 references

Adaptive regression and model selection in data mining problems

S. Bakin
PhD Thesis. Australian • 1999
View 4 Excerpts
Highly Influenced

Better subset regression using the nonnegative garrote

B. Efron, I. Johnstone, T. Hastie, R. Tibshirani
National University, • 1995
View 8 Excerpts
Highly Influenced

Penalized regressions: the bridge versus the lasso

W. J. Fu
J. Comput. Graph. Statist., • 1999
View 1 Excerpt

Similar Papers

Loading similar papers…