The following pages link to (Q5251797):
Displaying 50 items.
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Adaptive covariate acquisition for minimizing total cost of classification (Q2051306) (← links)
- Better than the best? Answers via model ensemble in density-based clustering (Q2051575) (← links)
- Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods (Q2052389) (← links)
- Dual-density-based reweighted \(\ell_1\)-algorithms for a class of \(\ell_0\)-minimization problems (Q2052391) (← links)
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Nonuniqueness of solutions of a class of \(\ell_0\)-minimization problems (Q2059197) (← links)
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
- Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (Q2066587) (← links)
- Robust pricing under strategic trading (Q2067396) (← links)
- Compound Poisson point processes, concentration and oracle inequalities (Q2068112) (← links)
- Tuning parameter calibration for personalized prediction in medicine (Q2074293) (← links)
- Sparsest piecewise-linear regression of one-dimensional data (Q2074905) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- On incentive-compatible estimators (Q2078066) (← links)
- Smoothly adaptively centered ridge estimator (Q2078549) (← links)
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection (Q2080371) (← links)
- Sparse spatially clustered coefficient model via adaptive regularization (Q2084064) (← links)
- Penalized robust estimators in sparse logistic regression (Q2084709) (← links)
- Commonsense explanations of sparsity, Zipf law, and Nash's bargaining solution (Q2086143) (← links)
- The determinants of non-interest income of banks with dominant state capital in Vietnam (Q2086176) (← links)
- Implementation of Basel III regulations in Asia-Pacific (Q2086178) (← links)
- Multimarket contact: board characteristics and bank stability in Vietnam (Q2086179) (← links)
- Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports (Q2086244) (← links)
- The variational quantum eigensolver: a review of methods and best practices (Q2092477) (← links)
- NetDA: an R package for network-based discriminant analysis subject to multilabel classes (Q2095778) (← links)
- Attitude-based multi-expert evaluation of design (Q2100508) (← links)
- Converting ADMM to a proximal gradient for efficient sparse estimation (Q2103289) (← links)
- LASSO for streaming data with adaptative filtering (Q2104007) (← links)
- Improved estimators for semi-supervised high-dimensional regression model (Q2106769) (← links)
- Revisiting feature selection for linear models with FDR and power guarantees (Q2111958) (← links)
- Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- GINNs: graph-informed neural networks for multiscale physics (Q2120776) (← links)
- InfoGram and admissible machine learning (Q2127228) (← links)
- Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes (Q2129204) (← links)
- Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting) (Q2131208) (← links)
- Sparse high-dimensional linear regression. Estimating squared error and a phase transition (Q2131259) (← links)
- Wigner and Wishart ensembles for sparse Vinberg models (Q2135512) (← links)
- A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- An accelerated coordinate gradient descent algorithm for non-separable composite optimization (Q2139254) (← links)
- Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
- A geometric proximal gradient method for sparse least squares regression with probabilistic simplex constraint (Q2149159) (← links)
- Composite mixture of log-linear models with application to psychiatric studies (Q2154179) (← links)
- Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors (Q2154741) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
