The following pages link to (Q3174050):
Displaying 50 items.
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
- Statistics for big data: a perspective (Q1642374) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- The slow, steady ascent of a hot solid sphere in a Newtonian fluid with strongly temperature-dependent viscosity (Q1644529) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
- Inference for biased transformation models (Q1658440) (← links)
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- On stepwise pattern recovery of the fused Lasso (Q1660156) (← links)
- On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- Finding Dantzig selectors with a proximity operator based fixed-point algorithm (Q1663200) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
- Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- Sparse support recovery using correlation information in the presence of additive noise (Q1697954) (← links)
- On the total variation regularized estimator over a class of tree graphs (Q1711590) (← links)
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression (Q1711594) (← links)
- Efficient LED-SAC sparse estimator using fast sequential adaptive coordinate-wise optimization (LED-2SAC) (Q1718121) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors (Q1927082) (← links)
- Robust estimation for an inverse problem arising in multiview geometry (Q1932929) (← links)
- Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
- Discussion: Latent variable graphical model selection via convex optimization (Q1940763) (← links)
- Rejoinder: Latent variable graphical model selection via convex optimization (Q1940764) (← links)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
- Estimating networks with jumps (Q1950892) (← links)
- The Lasso problem and uniqueness (Q1951165) (← links)
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
- Bootstrap inference for network construction with an application to a breast cancer microarray study (Q1951540) (← links)
- On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
- Selection of variables and dimension reduction in high-dimensional non-parametric regression (Q1951796) (← links)
- Thresholding-based iterative selection procedures for model selection and shrinkage (Q1951984) (← links)
