The group lasso for logistic regression
order of the number of parameters dfg. The same rescaling was used in Yuan and Lin (2006). Lemma 1. Assume that 0<Σn i=1yi <n.Forλ>0 and s.d/>0 for all d∈N, the minimum in optimization problem (2.2) is attained. The first condition in lemma 1 is a minimal requirement for the observed data. If the design
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