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A group bridge approach for variable selection
In multiple regression problems when covariates can be naturally grouped, it is important to carry out feature selection at the group and within-group individual variable levels simultaneously. The existing methods, including the lasso and group lasso, are designed for either variable selection or g...
| Autores principales: | , , , |
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| Formato: | Texto |
| Lenguaje: | English |
| Publicado: |
Oxford University Press
2009
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2796848/ https://www.ncbi.nlm.nih.gov/pubmed/20037673 http://dx.doi.org/10.1093/biomet/asp020 |