Huang, Jian; Ma, Shuange; Xie, Huiliang; Zhang, Cun-Hui - In: Biometrika 96 (2009) 2, pp. 339-355
In multiple regression problems when covariates can be naturally grouped, it is important to carry out feature selection at the group and within-group individual variable levels simultaneously. The existing methods, including the lasso and group lasso, are designed for either variable selection...