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June 2011 Structured, sparse regression with application to HIV drug resistance
Daniel Percival, Kathryn Roeder, Roni Rosenfeld, Larry Wasserman
Ann. Appl. Stat. 5(2A): 628-644 (June 2011). DOI: 10.1214/10-AOAS428

Abstract

We introduce a new version of forward stepwise regression. Our modification finds solutions to regression problems where the selected predictors appear in a structured pattern, with respect to a predefined distance measure over the candidate predictors. Our method is motivated by the problem of predicting HIV-1 drug resistance from protein sequences. We find that our method improves the interpretability of drug resistance while producing comparable predictive accuracy to standard methods. We also demonstrate our method in a simulation study and present some theoretical results and connections.

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Daniel Percival. Kathryn Roeder. Roni Rosenfeld. Larry Wasserman. "Structured, sparse regression with application to HIV drug resistance." Ann. Appl. Stat. 5 (2A) 628 - 644, June 2011. https://doi.org/10.1214/10-AOAS428

Information

Published: June 2011
First available in Project Euclid: 13 July 2011

zbMATH: 1223.62164
MathSciNet: MR2840168
Digital Object Identifier: 10.1214/10-AOAS428

Keywords: greedy algorithms , regression , Sparsity , Variable selection

Rights: Copyright © 2011 Institute of Mathematical Statistics

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Vol.5 • No. 2A • June 2011
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