A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the annual income of a person based on their sex, age, State where they live and ...

We propose a multivariate sparse group lasso variable selection and estimation method for data with highdimensional predictors as well as high-dimensional response variables. The method is carried out ...

This is a preview. Log in through your library . Abstract Meinshausen and Buhlmann [Ann. Statist. 34 (2006) 1436-1462] showed that, for neighborhood selection in Gaussian graphical models, under a ...