Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/11039
Title: Quantile regression with group lasso for classification
Authors: Hashem, H
Vinciotti, V
Alhamzawi, R
Yu, K
Keywords: Binary regression;Gibbs sampling;Quantile regression;Regularized regression;62H12;62F15
Issue Date: 2015
Publisher: Springer Berlin Heidelberg
Citation: Advances in Data Analysis and Classification, 2015
Abstract: Applications of regression models for binary response are very common and models specific to these problems are widely used. Quantile regression for binary response data has recently attracted attention and regularized quantile regression methods have been proposed for high dimensional problems. When the predictors have a natural group structure, such as in the case of categorical predictors converted into dummy variables, then a group lasso penalty is used in regularized methods. In this paper, we present a Bayesian Gibbs sampling procedure to estimate the parameters of a quantile regression model under a group lasso penalty for classification problems with a binary response. Simulated and real data show a good performance of the proposed method in comparison to mean-based approaches and to quantile-based approaches which do not exploit the group structure of the predictors.
URI: http://link.springer.com/article/10.1007%2Fs11634-015-0206-x
http://bura.brunel.ac.uk/handle/2438/11039
DOI: http://dx.doi.org/10.1007/s11634-015-0206-x
ISSN: 1862-5347
1862-5355
Appears in Collections:Dept of Mathematics Research Papers

Files in This Item:
File Description SizeFormat 
Fulltext.pdf163.3 kBAdobe PDFView/Open


Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.