The Annals of statistics, 2010-08, Vol.38 (4), p.1978-2004
2010
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- Autor(en) / Beteiligte
- Titel
- THE BENEFIT OF GROUP SPARSITY
- Ist Teil von
- The Annals of statistics, 2010-08, Vol.38 (4), p.1978-2004
- Ort / Verlag
- Cleveland, OH: Institute of Mathematical Statistics
- Erscheinungsjahr
- 2010
- Quelle
- Free E-Journal (出版社公開部分のみ）
- Beschreibungen/Notizen
- This paper develops a theory for group Lasso using a concept called strong group sparsity. Our result shows that group Lasso is superior to standard Lasso for strongly group-sparse signals. This provides a convincing theoretical justification for using group sparse regularization when the underlying group structure is consistent with the data. Moreover, the theory predicts some limitations of the group Lasso formulation that are confirmed by simulation studies.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0090-5364eISSN: 2168-8966DOI: 10.1214/09-AOS778Titel-ID: cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1278861240
- Format
- –
- Schlagworte
- 62G05, 62J05, Approximation, Eigenvalues, Error rates, Estimators, Exact sciences and technology, General topics, group Lasso, Group performance, Group size, group sparsity, Group structure, Group theory, Group theory and generalizations, Groups, L_1 regularization, Lasso, Mathematical analysis, Mathematical vectors, Mathematics, Numerical analysis, Numerical analysis in abstract spaces, Numerical analysis. Scientific computation, Numerical linear algebra, parameter estimation, Probability and statistics, regression, Sample size, Sciences and techniques of general use, Signal noise, Sparsity, Statistics, Studies, variable selection