On the analysis of group regularized estimation under structural hierarchy

来源 :泛华统计学会(icsa)2015年学术会议 | 被引量 : 0次 | 上传用户:yuxiaohe19861111
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In high-dimensional models that involve interactions,statisticians usually favor variable selection obeying certain logical hierarchical constraints.This talk focuses on structural hierarchy which means that the existence of an interaction term implies that at least one or both associated main effects must be present.
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