Fast Marginal Likelihood Estimation of Penalties for Group-Adaptive Elastic Net

Elastic net penalization is widely used in high-dimensional prediction and variable selection settings. Auxiliary information on the variables, for example, groups of variables, is often available. Group-adaptive elastic net penalization exploits this information to potentially improve performance b...

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Detalles Bibliográficos
Autores principales: van Nee, Mirrelijn M., van de Brug, Tim, van de Wiel, Mark A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2022
Materias:
Statistical Learning
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10511031/
https://www.ncbi.nlm.nih.gov/pubmed/38013849
http://dx.doi.org/10.1080/10618600.2022.2128809

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