Bilevel variable selection with overlapping groups
- Simulation_Full_Bayesian.R: Implements variable selection for data simulated from the statistical model where Y is categorical. This script focuses on within-group variable selection.
- SampleBasedAlgorithm.cpp: Implements our sampling-based procedure for variable selection where Y is continuous. The functions within this script are called from another file which first loads and processes the data to be analyzed.
- Diabetes_Analysis_GroupLasso.R: Implements the penalized regression approach using different penalty functions to a diabetes dataset.
- Diabetes_Analysis.R: Implements our sampling-based procedure for variable selection on a diabetes dataset.