The group lasso estimator for logistic regression is shown to be statistically consistent even if the number of predictors is much larger than sample size but with sparse true underlying structure. We ...

Seyoung Kim, Eric P. Xing, TREE-GUIDED GROUP LASSO FOR MULTI-RESPONSE REGRESSION WITH STRUCTURED SPARSITY, WITH AN APPLICATION TO EQTL MAPPING, The Annals of Applied Statistics, Vol. 6, No. 3 ...

Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, ...