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. Author manuscript; available in PMC: 2013 Oct 28.
Published in final edited form as: Stat Sci. 2012;27(4):10.1214/12-STS392. doi: 10.1214/12-STS392

Fig. 2.

Fig. 2

The group LASSO, group bridge and composite mcp penalties for a two-predictor group. Note that where the penalty comes to a point or edge, there is the possibility that the solution will take on a sparse value; all penalties come to a point at 0, encouraging group-level sparsity, but only group bridge and composite MCP allow for bi-level selection.