Variable Selection With Prior Information for Generalized Linear Models via the Prior LASSO Method
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DOI: 10.1080/01621459.2015.1008363
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References listed on IDEAS
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- Chen, Shunjie & Yang, Sijia & Wang, Pei & Xue, Liugen, 2023. "Two-stage penalized algorithms via integrating prior information improve gene selection from omics data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 628(C).
- Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
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