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CSDA
2008
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CSDA 2008
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A note on adaptive group lasso
14 years 16 days ago
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hansheng.gsm.pku.edu.cn
Group lasso is a natural extension of lasso and selects variables in a grouped manner. However, group lasso suffers from estimation inefficiency and selection inconsistency. To re...
Hansheng Wang, Chenlei Leng
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