Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

Statistics and Computing
Patrick Breheny, Jian Huang

Abstract

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has been proposed as a way of extending the ideas of the lasso to the problem of group selection. Nonconvex penalties such as SCAD and MCP have been proposed and shown to have several advantages over the lasso; these penalties may also be extended to the group selection problem, giving rise to group SCAD and group MCP methods. Here, we describe algorithms for fitting these models stably and efficiently. In addition, we present simulation results and real data examples comparing and contrasting the statistical properties of these methods.

References

Jun 10, 2005·IEEE Transactions on Pattern Analysis and Machine Intelligence·Balaji KrishnapuramAlexander J Hartemink
Apr 12, 2006·Proceedings of the National Academy of Sciences of the United States of America·Annie P ChiangVal C Sheffield
Sep 20, 2006·Proceedings of the National Academy of Sciences of the United States of America·Todd E ScheetzEdwin M Stone
Aug 1, 2008·Annals of Statistics·Hui Zou, Runze Li
Jan 8, 2010·Journal of the American Statistical Association·Lifeng WangJianhua Z Huang
Jan 1, 2012·Statistical Science : a Review Journal of the Institute of Mathematical Statistics·Jian HuangShuangge Ma

❮ Previous
Next ❯

Citations

Aug 5, 2015·Statistics in Medicine·Cen WuShuangge Ma
Mar 28, 2016·Lifetime Data Analysis·Zhixuan FuBingqing Zhou
Jul 19, 2016·Journal of Computational Biology : a Journal of Computational Molecular Cell Biology·Wenchuan GuoShujie Ma
Mar 23, 2018·Neural Computation·Roman A SandlerVasilis Z Marmarelis
Sep 30, 2016·Cancer Informatics·Yaohui Zeng, Patrick Breheny
Sep 14, 2018·International Journal of Stroke : Official Journal of the International Stroke Society·Gaia T KosterNyika D Kruyt
Feb 3, 2018·Supportive Care in Cancer : Official Journal of the Multinational Association of Supportive Care in Cancer·Maryam DosaniSarah Hamilton
Jan 17, 2019·Journal of Athletic Training·Stephen M GlassScott E Ross
Jan 19, 2019·Journal of Athletic Training·Stephen M GlassScott E Ross
Mar 29, 2019·Bioinformatics·Xin Gao, Yuan Zhong
Sep 15, 2018·Journal of Strength and Conditioning Research·Eric M ScudamoreDon W Morgan
Aug 2, 2017·Biometrika·Xin Gao, Raymond J Carroll
Jan 29, 2020·Military Medicine·Eric M ScudamoreDon W Morgan
Jan 1, 2019·Journal of the American Statistical Association·Hyebin Song, Garvesh Raskutti
Mar 7, 2019·Journal of Neurophysiology·Alon AmirDenis Paré
May 28, 2019·PLoS Computational Biology·Sheng QianHaiyuan Yu
Jun 20, 2020·Journal of Cancer Research and Clinical Oncology·Kevin M VeenJohanna J M Takkenberg
Oct 6, 2020·Journal of the American Statistical Association·Naim U RashidJoseph G Ibrahim
Apr 22, 2020·Antimicrobial Agents and Chemotherapy·Courtney HebertErinn M Hade
Dec 18, 2020·The British Journal of Mathematical and Statistical Psychology·Carmen KöhlerJohannes Hartig
Dec 29, 2020·Computational Biology and Chemistry·Jai Woo LeeJiang Gui
May 21, 2019·Journal of Multivariate Analysis·Irina Gaynanova, Tianying Wang
Jan 1, 2020·Journal of the American Statistical Association·Zhengling QiYufeng Liu
Jul 15, 2021·BMC Genomics·Xinpeng GuoXuequn Shang
Jul 14, 2021·Briefings in Bioinformatics·Seyoon KoJoong-Ho Won
Sep 17, 2021·Biometrics·Rahul Ghosal, Arnab Maity

❮ Previous
Next ❯

Related Concepts

Trending Feeds

COVID-19

Coronaviruses encompass a large family of viruses that cause the common cold as well as more serious diseases, such as the ongoing outbreak of coronavirus disease 2019 (COVID-19; formally known as 2019-nCoV). Coronaviruses can spread from animals to humans; symptoms include fever, cough, shortness of breath, and breathing difficulties; in more severe cases, infection can lead to death. This feed covers recent research on COVID-19.

Blastomycosis

Blastomycosis fungal infections spread through inhaling Blastomyces dermatitidis spores. Discover the latest research on blastomycosis fungal infections here.

Nuclear Pore Complex in ALS/FTD

Alterations in nucleocytoplasmic transport, controlled by the nuclear pore complex, may be involved in the pathomechanism underlying multiple neurodegenerative diseases including Amyotrophic Lateral Sclerosis and Frontotemporal Dementia. Here is the latest research on the nuclear pore complex in ALS and FTD.

Applications of Molecular Barcoding

The concept of molecular barcoding is that each original DNA or RNA molecule is attached to a unique sequence barcode. Sequence reads having different barcodes represent different original molecules, while sequence reads having the same barcode are results of PCR duplication from one original molecule. Discover the latest research on molecular barcoding here.

Chronic Fatigue Syndrome

Chronic fatigue syndrome is a disease characterized by unexplained disabling fatigue; the pathology of which is incompletely understood. Discover the latest research on chronic fatigue syndrome here.

Evolution of Pluripotency

Pluripotency refers to the ability of a cell to develop into three primary germ cell layers of the embryo. This feed focuses on the mechanisms that underlie the evolution of pluripotency. Here is the latest research.

Position Effect Variegation

Position Effect Variagation occurs when a gene is inactivated due to its positioning near heterochromatic regions within a chromosome. Discover the latest research on Position Effect Variagation here.

STING Receptor Agonists

Stimulator of IFN genes (STING) are a group of transmembrane proteins that are involved in the induction of type I interferon that is important in the innate immune response. The stimulation of STING has been an active area of research in the treatment of cancer and infectious diseases. Here is the latest research on STING receptor agonists.

Microbicide

Microbicides are products that can be applied to vaginal or rectal mucosal surfaces with the goal of preventing, or at least significantly reducing, the transmission of sexually transmitted infections. Here is the latest research on microbicides.

Related Papers

Statistics and Its Interface
Patrick Breheny, Jian Huang
Statistical Science : a Review Journal of the Institute of Mathematical Statistics
Jian HuangShuangge Ma
© 2022 Meta ULC. All rights reserved