首页> 外文期刊>Communications in Statistics >Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data
【24h】

Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data

机译:通过加权融合的自适应弹性网模型对具有强关联性的数据进行具有Oracle属性的组变量选择

获取原文
获取原文并翻译 | 示例

摘要

This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009), and a new group variable selection algorithm with oracle property (Fan and Li, 2001; Zou, 2006) is obtained.
机译:本文是权重融合弹性网的概括(Fu and Xu,2012),它通过结合权重融合LASSO(wfLasso)和弹性网惩罚(Zou and Hastie,2005)进行组变量选择。在这项研究中,用弹性网罚(AdaEnet)代替了弹性网罚(AouEnet)(Zou和Zhang,2009),并获得了一种新的具有oracle属性的群变量选择算法(Fan和Li,2001; Zou,2006)。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号