An efficient algorithm to estimate the sparse group structure of an high-dimensional generalized linear model

Risultato della ricerca: Otherpeer review

Abstract

Massive regression is one of the new frontiers of computational statistics. In this paper we propose a generalization of the group least angle regression method based on the differential geometrical structure of a generalized linear model specified by a fixed and known group structure of the predictors. An efficient algorithm is also proposed to compute the proposed solution curve.
Lingua originaleEnglish
Numero di pagine6
Stato di pubblicazionePublished - 2014

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