On the grouped selection and model complexity of the adaptive elastic net

@article{Ghosh2011OnTG,
  title={On the grouped selection and model complexity of the adaptive elastic net},
  author={Samiran Ghosh},
  journal={Statistics and Computing},
  year={2011},
  volume={21},
  pages={451-462}
}
Lasso proved to be an extremely successful technique for simultaneous estimation and variable selection. However lasso has two major drawbacks. First, it does not enforce any grouping effect and secondly in some situation lasso solutions are inconsistent for variable selection. To overcome this inconsistency adaptive lasso is proposed where adaptive weights are used for penalizing different coefficients. Recently a doubly regularized technique namely elastic net is proposed which encourages… CONTINUE READING
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