The following pages link to (Q4864293):
Displaying 50 items.
- Templates for convex cone problems with applications to sparse signal recovery (Q1762456) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Nonlinear GCV and quasi-GCV for shrinkage models (Q1772677) (← links)
- Sparse kernel learning with LASSO and Bayesian inference algorithm (Q1784554) (← links)
- On the sparseness of 1-norm support vector machines (Q1784565) (← links)
- Recovery of seismic wavefields by an \(l_{q}\)-norm constrained regularization method (Q1785033) (← links)
- A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Proximal algorithms in statistics and machine learning (Q1790304) (← links)
- On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- A weighted block dictionary learning algorithm for classification (Q1793072) (← links)
- Customized dictionary learning for subdatasets with fine granularity (Q1793292) (← links)
- Variable selection for structural equation with endogeneity (Q1794305) (← links)
- An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Estimation and hypothesis test for partial linear multiplicative models (Q1796934) (← links)
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
- Augmented sparse reconstruction of protein signaling networks (Q1798095) (← links)
- Causal inference: a missing data perspective (Q1799347) (← links)
- Flexible low-rank statistical modeling with missing data and side information (Q1799348) (← links)
- Learning sparse FRAME models for natural image patterns (Q1799970) (← links)
- Extrinsic methods for coding and dictionary learning on Grassmann manifolds (Q1799972) (← 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)
- Variable selection in high-dimensional partially linear additive models for composite quantile regression (Q1800107) (← links)
- Two algorithms for fitting constrained marginal models (Q1800112) (← links)
- A parameterized proximal point algorithm for separable convex optimization (Q1800446) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Asymptotics for Lasso-type estimators. (Q1848830) (← links)
- Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
- Data analysis in supersaturated designs. (Q1871265) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Quantile regression for longitudinal data (Q1882935) (← links)
- Smoothing and mixed models (Q1887218) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty (Q1926006) (← links)
- Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation (Q1926013) (← 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)
- An alternating direction method for finding Dantzig selectors (Q1927184) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- Non-uniform deblurring for shaken images (Q1931582) (← links)
- Variational Bayesian least squares: an application to brain-machine interface data (Q1932079) (← links)
