The following pages link to glmnet (Q20169):
Displaying 50 items.
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Regularized latent class analysis with application in cognitive diagnosis (Q1682442) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) (← links)
- LARS-type algorithm for group Lasso (Q1703818) (← links)
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (Q1704015) (← links)
- Fast inference in generalized linear models via expected log-likelihoods (Q1704759) (← links)
- The Bayesian adaptive Lasso regression (Q1711960) (← links)
- Feature selection and tumor classification for microarray data using relaxed Lasso and generalized multi-class support vector machine (Q1717062) (← links)
- Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems (Q1718372) (← links)
- Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation (Q1722724) (← links)
- Multinomial regression with elastic net penalty and its grouping effect in gene selection (Q1724410) (← links)
- Prediction with a flexible finite mixture-of-regressions (Q1727867) (← links)
- Bayesian model selection for generalized linear models using non-local priors (Q1727917) (← links)
- Single stage prediction with embedded topic modeling of online reviews for mobile app management (Q1728651) (← links)
- Fusion learning algorithm to combine partially heterogeneous Cox models (Q1729358) (← links)
- A note on the adaptive Lasso for zero-inflated Poisson regression (Q1733128) (← links)
- Feature selection for classification models via bilevel optimization (Q1734837) (← links)
- Forecasting using random subspace methods (Q1740303) (← links)
- Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
- Logistic regression: from art to science (Q1750250) (← links)
- A retail store SKU promotions optimization model for category multi-period profit maximization (Q1753486) (← links)
- Templates for convex cone problems with applications to sparse signal recovery (Q1762456) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Greedy active learning algorithm for logistic regression models (Q1799821) (← links)
- Multiple choice from competing regression models under multicollinearity based on standardized update (Q1800059) (← links)
- Robust variable selection through MAVE (Q1800060) (← links)
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables (Q1800084) (← links)
- Logistic regression with weight grouping priors (Q1800101) (← links)
- Two algorithms for fitting constrained marginal models (Q1800112) (← links)
- Fitting very large sparse Gaussian graphical models (Q1927038) (← links)
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors (Q1927082) (← links)
- Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
- Oracle inequalities for cross-validation type procedures (Q1950881) (← links)
- Adaptive-modal Bayesian nonparametric regression (Q1950891) (← links)
- Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning (Q1951519) (← links)
- Robust VIF regression with application to variable selection in large data sets (Q1951534) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
- A cubic spline penalty for sparse approximation under tight frame balanced model (Q1986544) (← links)
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem (Q1986778) (← links)
- Discrete-time survival forests with Hellinger distance decision trees (Q1987191) (← links)
- Hyper nonlocal priors for variable selection in generalized linear models (Q1987723) (← links)
- Condition estimation for regression and feature selection (Q1989165) (← links)
- High-dimensional consistency in score-based and hybrid structure learning (Q1991699) (← links)
- Usage of the GO estimator in high dimensional linear models (Q1995832) (← links)
- Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
- Regularization-based model tree for multi-output regression (Q1999021) (← links)
