The following pages link to (Q4864293):
Displaying 50 items.
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- Sparse principal component regression for generalized linear models (Q1662867) (← links)
- Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
- Sparse pathway-based prediction models for high-throughput molecular data (Q1663097) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Covariance matrix estimation for left-censored data (Q1663141) (← links)
- Studies of the adaptive network-constrained linear regression and its application (Q1663145) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- Grouped variable importance with random forests and application to multiple functional data analysis (Q1663198) (← links)
- Finding Dantzig selectors with a proximity operator based fixed-point algorithm (Q1663200) (← links)
- A random-effect model approach for group variable selection (Q1663264) (← links)
- Sparse principal component regression with adaptive loading (Q1663268) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- Prior model identification during subsurface flow data integration with adaptive sparse representation techniques (Q1663631) (← links)
- Probing for sparse and fast variable selection with model-based boosting (Q1664500) (← links)
- An update on statistical boosting in biomedicine (Q1664502) (← links)
- Support vector machines for unbalanced multicategory classification (Q1665275) (← links)
- Prediction of protein-protein interaction by metasample-based sparse representation (Q1666781) (← links)
- Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Global convergence of unmodified 3-block ADMM for a class of convex minimization problems (Q1668709) (← links)
- Enhanced low-rank representation via sparse manifold adaption for semi-supervised learning (Q1669074) (← links)
- Many regression algorithms, one unified model: a review (Q1669152) (← links)
- OCReP: an optimally conditioned regularization for pseudoinversion based neural training (Q1669179) (← links)
- Budget constrained non-monotonic feature selection (Q1669185) (← links)
- On group-wise \(\ell_p\) regularization: theory and efficient algorithms (Q1669617) (← links)
- Finding the best not the most: regularized loss minimization subgraph selection for graph classification (Q1669622) (← links)
- Clustering of multivariate binary data with dimension reduction via \(L_{1}\)-regularized likelihood maximization (Q1669628) (← links)
- A Bayesian hierarchical model for identifying significant polygenic effects while controlling for confounding and repeated measures (Q1670295) (← links)
- A note on ``Reguralizers for structured sparsity'' (Q1670421) (← links)
- Model averaging with high-dimensional dependent data (Q1672723) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Noise-robust semi-supervised learning via fast sparse coding (Q1677083) (← links)
- Sparse and kernel OPLS feature extraction based on eigenvalue problem solving (Q1677852) (← links)
- Bounded perturbation resilience of extragradient-type methods and their applications (Q1677995) (← links)
- Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
- Estimation and variable selection for quantile partially linear single-index models (Q1679574) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach (Q1681098) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Regularized latent class analysis with application in cognitive diagnosis (Q1682442) (← links)
- A conjugate subgradient algorithm with adaptive preconditioning for the least absolute shrinkage and selection operator minimization (Q1682919) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- A strong convergence result involving an inertial forward-backward algorithm for monotone inclusions (Q1684913) (← links)
- B spline variable selection for the single index models (Q1685210) (← links)
