Variable selection for varying-coefficient models with the sparse regularization.

Hidetoshi Matsui Toshihiro Misumi

Published in: Comput. Stat. (2015)

Keyphrases

variable selection
group lasso
linear models
model selection
sparsity inducing
high dimensional
cross validation
logistic regression models
input variables
structured sparsity
image processing
decision trees
high dimensional data
regularization parameter
sparse learning
linear regression