DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kwon, Sunghoon | ko |
dc.contributor.author | Ahn, Jeongyoun | ko |
dc.contributor.author | Jang, Woncheol | ko |
dc.contributor.author | Lee, Sangin | ko |
dc.contributor.author | Kim, Yongdai | ko |
dc.date.accessioned | 2021-06-02T04:30:05Z | - |
dc.date.available | 2021-06-02T04:30:05Z | - |
dc.date.created | 2021-06-02 | - |
dc.date.created | 2021-06-02 | - |
dc.date.created | 2021-06-02 | - |
dc.date.issued | 2017-10 | - |
dc.identifier.citation | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, v.69, no.5, pp.1 - 29 | - |
dc.identifier.issn | 0020-3157 | - |
dc.identifier.uri | http://hdl.handle.net/10203/285440 | - |
dc.description.abstract | We propose a new penalty called the doubly sparse (DS) penalty for variable selection in high-dimensional linear regression models when the covariates are naturally grouped. An advantage of the DS penalty over other penalties is that it provides a clear way of controlling sparsity between and within groups, separately. We prove that there exists a unique global minimizer of the DS penalized sum of squares of residuals and show how the DS penalty selects groups and variables within selected groups, even when the number of groups exceeds the sample size. An efficient optimization algorithm is introduced also. Results from simulation studies and real data analysis show that the DS penalty outperforms other existing penalties with finite samples. | - |
dc.language | English | - |
dc.publisher | SPRINGER HEIDELBERG | - |
dc.title | A doubly sparse approach for group variable selection | - |
dc.type | Article | - |
dc.identifier.wosid | 000408340300003 | - |
dc.identifier.scopusid | 2-s2.0-84976443477 | - |
dc.type.rims | ART | - |
dc.citation.volume | 69 | - |
dc.citation.issue | 5 | - |
dc.citation.beginningpage | 1 | - |
dc.citation.endingpage | 29 | - |
dc.citation.publicationname | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | - |
dc.identifier.doi | 10.1007/s10463-016-0571-z | - |
dc.contributor.localauthor | Ahn, Jeongyoun | - |
dc.contributor.nonIdAuthor | Kwon, Sunghoon | - |
dc.contributor.nonIdAuthor | Jang, Woncheol | - |
dc.contributor.nonIdAuthor | Lee, Sangin | - |
dc.contributor.nonIdAuthor | Kim, Yongdai | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Doubly sparse penalty | - |
dc.subject.keywordAuthor | Group selection | - |
dc.subject.keywordAuthor | Group selection consistency | - |
dc.subject.keywordAuthor | Variable selection | - |
dc.subject.keywordPlus | NONCONCAVE PENALIZED LIKELIHOOD | - |
dc.subject.keywordPlus | CLIPPED ABSOLUTE DEVIATION | - |
dc.subject.keywordPlus | DIVERGING NUMBER | - |
dc.subject.keywordPlus | MODEL SELECTION | - |
dc.subject.keywordPlus | REGRESSION | - |
dc.subject.keywordPlus | LASSO | - |
dc.subject.keywordPlus | SHRINKAGE | - |
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