Approximate Post-Selective Inference for Regression with the Group LASSO.
Snigdha PanigrahiPeter W. MacDonaldDaniel KesslerPublished in: J. Mach. Learn. Res. (2023)
Keyphrases
- group lasso
- regression model
- regression coefficients
- variable selection
- regression problems
- efficient optimization
- model selection
- contingency tables
- linear models
- multi task
- multi task learning
- bayesian inference
- linear model
- multiple kernel learning
- statistical inference
- gaussian processes
- multi label learning
- gaussian process
- convex optimization
- multi class
- low rank
- denoising