The following pages link to (Q4864293):
Displaying 50 items.
- Log-Contrast Regression with Functional Compositional Predictors: Linking Preterm Infant's Gut Microbiome Trajectories to Neurobehavioral Outcome (Q138028) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Reluctant generalized additive modeling (Q141337) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems (Q141819) (← links)
- Estimating treatment effect heterogeneity in randomized program evaluation (Q142565) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
- Rare Feature Selection in High Dimensions (Q149281) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- An MM Algorithm for Split Feasibility Problems (Q150985) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Self-regularized causal structure discovery for trajectory-based networks (Q252712) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
- Discussion of big Bayes stories and BayesBag (Q254383) (← links)
- Locally sparse reconstruction using the \(\ell^{1,\infty}\)-norm (Q256102) (← links)
- An alternating direction method with continuation for nonconvex low rank minimization (Q257130) (← links)
- The first-order necessary conditions for sparsity constrained optimization (Q259127) (← links)
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Rejoinder on: ``Nonparametric inference based on panel count data'' (Q261465) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- Strong convergence of a modified proximal algorithm for solving the lasso (Q262321) (← links)
- Customized training with an application to mass spectrometric imaging of cancer tissue (Q262341) (← links)
- Regularized brain reading with shrinkage and smoothing (Q262378) (← links)
- ``Virus hunting'' using radial distance weighted discrimination (Q262396) (← links)
- BFLCRM: a Bayesian functional linear Cox regression model for predicting time to conversion to Alzheimer's disease (Q262406) (← links)
- A second-order method for strongly convex \(\ell _1\)-regularization problems (Q263191) (← links)
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Feature selection for functional data (Q268756) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
