The following pages link to (Q4864293):
Displaying 50 items.
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Portal nodes screening for large scale social networks (Q1740287) (← links)
- Forecasting using random subspace methods (Q1740303) (← links)
- Hypothesis testing via a penalized-likelihood approach (Q1740315) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Learning semidefinite regularizers (Q1740575) (← links)
- Using regression makes extraction of shared variation in multiple datasets easy (Q1741273) (← links)
- Efficient histogram dictionary learning for text/image modeling and classification (Q1741297) (← links)
- Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
- Convergence of projection and contraction algorithms with outer perturbations and their applications to sparse signals recovery (Q1742528) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Accelerated proximal gradient method for elastoplastic analysis with von Mises yield criterion (Q1742869) (← links)
- A fresh look at effect aliasing and interactions: some new wine in old bottles (Q1744704) (← links)
- Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates (Q1744900) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- Sparse signal recovery with prior information by iterative reweighted least squares algorithm (Q1746492) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Hypothesis testing sure independence screening for nonparametric regression (Q1746539) (← links)
- Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
- Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
- Joint parameter estimation in the QTL mapping of ordinal traits (Q1747725) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- High dimensional censored quantile regression (Q1747740) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
- Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing (Q1749455) (← links)
- Dictionary evaluation and optimization for sparse coding based speech processing (Q1749610) (← links)
- Online primal-dual learning for a data-dependent multi-kernel combination model with multiclass visual categorization applications (Q1749965) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
- On consistency and sparsity for sliced inverse regression in high dimensions (Q1750280) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Selective inference with a randomized response (Q1750283) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- Intrinsic dimension estimation: advances and open problems (Q1750498) (← links)
- Graph-induced restricted Boltzmann machines for document modeling (Q1750503) (← links)
- On the Bayesian interpretation of Black-Litterman (Q1751675) (← links)
- Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
- A penalized method for multivariate concave least squares with application to productivity analysis (Q1752904) (← links)
- Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- A retail store SKU promotions optimization model for category multi-period profit maximization (Q1753486) (← links)
- Robust variable selection for finite mixture regression models (Q1753969) (← links)
- Segmented concave least squares: a nonparametric piecewise linear regression (Q1754121) (← links)
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
- Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems (Q1756795) (← links)
