This repository provides the implementations of the methods described in [Balancing Statistical and Computational Precision and Applications to Penalized Linear Regression with Group Sparsity].
You need to install SPAMS toolbox.
Files NewFOS.m
and GroupFOS.m
contain functions FOS and Group-FOS.
Files FOS_log_reg.m
contain functions for log-FOS.
We provide an example code in script_simulation_GroupFOS.m
for linear regression .
We provide an example code in script_simulation_logFOS.m
for logistic regression .
-
Mahsa Taheri, Ph.D. student in Mathematical Statistics, Ruhr-University Bochum
-
Nehemy Lim, Professor in Department of Statistics, University of Connecticut
-
Johannes Lederer, Professor in Mathematical Statistics, Ruhr-University Bochum
simulate_linear_regression.m
generates data and simulate_linear_regression_group.m
generates structured data.
simulate_logistic_regression.m
generates data for logistic regression example.
All of the codes in this repository are written in MATLAB and supports all plarforms which are supported by MATLAB itself.
The HDIM package is licensed under the MIT license. To
view the MIT license please consult LICENSE.txt
.
[Balancing Statistical and Computational Precision and Applications to Penalized Linear Regression with Group Sparsity]