Better subset regression using the nonnegative garrote
Technometrics
Sparse Multinomial Logistic Regression: Fast Algorithms and Generalization Bounds
IEEE Transactions on Pattern Analysis and Machine Intelligence
Computational Statistics & Data Analysis
Favorability functions based on kernel density estimation for logistic models: A case study
Computational Statistics & Data Analysis
Adaptive clustering for time series: Application for identifying cell cycle expressed genes
Computational Statistics & Data Analysis
Expert Systems with Applications: An International Journal
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples
Computational Statistics & Data Analysis
Polarization of forecast densities: A new approach to time series classification
Computational Statistics & Data Analysis
Sparse group lasso and high dimensional multinomial classification
Computational Statistics & Data Analysis
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Monitoring gene expression profiles is a novel approach to cancer diagnosis. Several studies have showed that the sparse logistic regression is a useful classification method for gene expression data. Not only does it give a sparse solution with high accuracy, it provides the user with explicit probabilities of classification apart from the class information. However, its optimal extension to more than two classes is not obvious. In this paper, we propose a multiclass extension of sparse logistic regression. Analysis of five publicly available gene expression data sets shows that the proposed method outperforms the standard multinomial logistic model in prediction accuracy as well as gene selectivity.