We propose a multivariate sparse group lasso variable selection and estimation method for data with high-dimensional predictors as well as high-dimensional response variables. The method is carried out through a penalized multivariate multiple linear regression model with an arbitrary group structure for the regression coefficient matrix. It suits many biology studies well in detecting associations between multiple traits and multiple predictors, with each trait and each predictor embedded in some biological functional groups such as genes, pathways or brain regions. The method is able to effectively remove unimportant groups as well as unimportant individual coefficients within important groups, particularly for large p small n problems, and is flexible in handling various complex group structures such as overlapping or nested or multilevel hierarchical structures. The method is evaluated through extensive simulations with comparisons to the conventional lasso and group lasso methods, and is applied to an eQTL association study.
Sparse regression for plasma physics
Many scientific problems can be formulated as sparse regression, i.e., regression onto a set of parameters when there is a desire or expectation that some of the parameters are exactly zero or do not substantially contribute. This includes many problems in signal and image processing, system identification, optimization, and parameter estimation methods such as Gaussian process regression. Sparsity facilitates exploring high-dimensional spaces while finding parsimonious and interpretable solutions. In the present work, we illustrate some of the important ways in which sparse regression appears in plasma physics and point out recent contributions and remaining challenges to solving these problems in this field. A brief review is provided for the optimization problem and the state-of-the-art solvers, especially for constrained and high-dimensional sparse regression.
more » « less- Award ID(s):
- 2329765
- PAR ID:
- 10440629
- Publisher / Repository:
- American Institute of Physics
- Date Published:
- Journal Name:
- Physics of Plasmas
- Volume:
- 30
- Issue:
- 3
- ISSN:
- 1070-664X
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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