Pages that link to "Item:Q2482976"
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The following pages link to Coordinate descent algorithms for lasso penalized regression (Q2482976):
Displaying 50 items.
- Inferring sparse Gaussian graphical models with latent structure (Q1951974) (← links)
- Thresholding-based iterative selection procedures for model selection and shrinkage (Q1951984) (← links)
- Sparse regression with exact clustering (Q1952092) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
- Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
- Double fused Lasso penalized LAD for matrix regression (Q2009580) (← links)
- Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- Outlier detection under a covariate-adjusted exponential regression model with censored data (Q2032196) (← links)
- Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
- Sparse principal component regression via singular value decomposition approach (Q2051586) (← links)
- Super-resolution for doubly-dispersive channel estimation (Q2073137) (← links)
- Sparse methods for automatic relevance determination (Q2077866) (← links)
- Group penalized quantile regression (Q2082458) (← links)
- Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering (Q2103275) (← links)
- LASSO for streaming data with adaptative filtering (Q2104007) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- Sparse matrix linear models for structured high-throughput data (Q2135347) (← links)
- A novel heuristic algorithm to solve penalized regression-based clustering model (Q2153681) (← links)
- A data-driven line search rule for support recovery in high-dimensional data analysis (Q2157522) (← links)
- Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
- Differential network inference via the fused D-trace loss with cross variables (Q2180062) (← links)
- Sparse directed acyclic graphs incorporating the covariates (Q2208417) (← links)
- Sparse regression: scalable algorithms and empirical performance (Q2225311) (← links)
- Model-based feature selection and clustering of RNA-seq data for unsupervised subtype discovery (Q2233190) (← links)
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
- A fast algorithm for detecting gene-gene interactions in genome-wide association studies (Q2258578) (← links)
- Efficient computation for differential network analysis with applications to quadratic discriminant analysis (Q2291319) (← links)
- ROS regression: integrating regularization with optimal scaling regression (Q2292391) (← links)
- Faster subgradient methods for functions with Hölderian growth (Q2297653) (← links)
- Kernel density regression (Q2301065) (← links)
- Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
- Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems (Q2374363) (← links)
- Efficient block-coordinate descent algorithms for the group Lasso (Q2392933) (← links)
- A statistical framework for pathway and gene identification from integrative analysis (Q2400810) (← links)
- Structure learning of sparse directed acyclic graphs incorporating the scale-free property (Q2418068) (← links)
- Regression on manifolds: estimation of the exterior derivative (Q2429924) (← links)
- Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO (Q2438036) (← links)
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function (Q2452370) (← links)
- Variable selection based on squared derivative averages (Q2664212) (← links)
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates (Q2677126) (← links)
- A resampling approach for confidence intervals in linear time-series models after model selection (Q2683268) (← links)
- \(L_{1}\) penalized estimation in the Cox proportional hazards model (Q2786153) (← links)
- Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (Q2809588) (← links)
- A multilevel framework for sparse optimization with application to inverse covariance estimation and logistic regression (Q2830631) (← links)
- Optimization in high dimensions via accelerated, parallel, and proximal coordinate descent (Q2832112) (← links)
- Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty (Q2856573) (← links)
