FIGURE 2.

Illustration of notations and definitions. Balls represent covariates, rectangles groups of covariates. Group set ${𝒢}^{(d)}$ consists of $G^{(d)}=2$ overlapping groups, ${𝒢}_1^{(d)}$ and ${𝒢}_2^{(d)}$, of sizes $G_1^{(d)}=5$ and $G_2^{(d)}=6$. The group set defines the co‐data matrix $Z^{(d)}$. Each group ${𝒢}_i^{(d)}$ corresponds to a weight ${\gamma }_i^{(d)}$ on the group level