The following pages link to (Q4864293):
Displaying 50 items.
- Adjusted regularization in latent graphical models: application to multiple-neuron spike count data (Q1624826) (← links)
- Network-based feature screening with applications to genome data (Q1624846) (← links)
- Computation of sparse and dense equilibrium strategies of evolutionary games (Q1630457) (← links)
- Stable feature selection for biomarker discovery (Q1631176) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation (Q1631590) (← links)
- High-dimensional penalty selection via minimum description length principle (Q1631787) (← links)
- Nonparametric regression using needlet kernels for spherical data (Q1633627) (← links)
- Variable selection in censored quantile regression with high dimensional data (Q1635848) (← links)
- Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios (Q1635895) (← links)
- Self-organizing network for variable clustering (Q1639221) (← links)
- Predicting pediatric clinic no-shows: a decision analytic framework using elastic net and Bayesian belief network (Q1639255) (← links)
- A flexible coordinate descent method (Q1639710) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Chunked-and-averaged estimators for vector parameters (Q1640975) (← links)
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data (Q1642144) (← links)
- Big data and biostatistics: the death of the asymptotic Valhalla (Q1642372) (← links)
- Statistics for big data: a perspective (Q1642374) (← links)
- Statistical methods and challenges in connectome genetics (Q1642390) (← links)
- Big data: some statistical issues (Q1642404) (← links)
- Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)
- Extending AIC to best subset regression (Q1643010) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
- Quantile-slicing estimation for dimension reduction in regression (Q1644423) (← links)
- A hierarchical Bayesian approach for examining heterogeneity in choice decisions (Q1645038) (← links)
- An empirical study of the maximal and total information coefficients and leading measures of dependence (Q1647596) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- Variational multiscale nonparametric regression: smooth functions (Q1650131) (← links)
- A global MINLP approach to symbolic regression (Q1650769) (← links)
- Recent research developments of strategic consumer behavior in operations management (Q1652592) (← links)
- \(l_1\)-\(l_2\) regularization of split feasibility problems (Q1652788) (← links)
- Note on the modified relaxation CQ algorithm for the split feasibility problem (Q1653279) (← links)
- Robust and sparse estimators for linear regression models (Q1654238) (← links)
- Variable selection for high-dimensional genomic data with censored outcomes using group Lasso prior (Q1654247) (← links)
- Simultaneous dimension reduction and variable selection in modeling high dimensional data (Q1654282) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- Sparse approximate solution of fitting surface to scattered points by MLASSO model (Q1656898) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- Bayesian variable selection with strong heredity constraints (Q1657864) (← links)
- Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- High dimensional Gaussian copula graphical model with FDR control (Q1658182) (← links)
- Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
