The following pages link to (Q3096148):
Displaying 50 items.
- Estimating sparse networks with hubs (Q2196140) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Analytic center cutting plane method for multiple kernel learning (Q2248558) (← links)
- Bridge regression: adaptivity and group selection (Q2276183) (← links)
- Network classification with applications to brain connectomics (Q2281212) (← links)
- Physics informed topology learning in networks of linear dynamical systems (Q2288709) (← links)
- AIC for the group Lasso in generalized linear models (Q2303501) (← links)
- Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
- Sparse RKHS estimation via globally convex optimization and its application in LPV-IO identification (Q2307599) (← links)
- Random forest-based approach for physiological functional variable selection for driver's stress level classification (Q2324299) (← links)
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
- A group VISA algorithm for variable selection (Q2353367) (← links)
- A Bayesian approach to sparse dynamic network identification (Q2391442) (← links)
- Efficient block-coordinate descent algorithms for the group Lasso (Q2392933) (← links)
- The degrees of freedom of partly smooth regularizers (Q2409395) (← links)
- Quantile regression with group Lasso for classification (Q2418274) (← links)
- An unexpected connection between Bayes \(A\)-optimal designs and the group Lasso (Q2423178) (← links)
- Support union recovery in high-dimensional multivariate regression (Q2429923) (← links)
- On proximal gradient method for the convex problems regularized with the group reproducing kernel norm (Q2442634) (← links)
- Low Complexity Regularization of Linear Inverse Problems (Q2799919) (← links)
- Learning rates for the risk of kernel-based quantile regression estimators in additive models (Q2805231) (← links)
- OR forum: An algorithmic approach to linear regression (Q2806052) (← links)
- On extension theorems and their connection to universal consistency in machine learning (Q2835986) (← links)
- Improvement of multiple kernel learning using adaptively weighted regularization (Q3121201) (← links)
- A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI (Q3121557) (← links)
- Bayesian Mixed Effect Atlas Estimation with a Diffeomorphic Deformation Model (Q3192656) (← links)
- Model selection with low complexity priors (Q4603697) (← links)
- (Q4633030) (← links)
- (Q4636985) (← links)
- Proximal gradient method with automatic selection of the parameter by automatic differentiation (Q4685565) (← links)
- Error Variance Estimation in Ultrahigh-Dimensional Additive Models (Q4690960) (← links)
- (Q4969096) (← links)
- (Q4998944) (← links)
- Multikernel Regression with Sparsity Constraint (Q4999353) (← links)
- Multiple Kernel Learningの学習理論 (Q5011460) (← links)
- Multiple Domain and Multiple Kernel Outcome-Weighted Learning for Estimating Individualized Treatment Regimes (Q5057274) (← links)
- Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine (Q5128952) (← links)
- Volumes of unit balls of mixed sequence spaces (Q5275855) (← links)
- Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting (Q5280089) (← links)
- Copula Gaussian Graphical Models for Functional Data (Q5885103) (← links)
- Structured sparsity through convex optimization (Q5965303) (← links)
- A selective review of group selection in high-dimensional models (Q5965305) (← links)
- High-dimensional regression with unknown variance (Q5965306) (← links)
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
- Sparse quadratic classification rules via linear dimension reduction (Q6032761) (← links)
- Grouped variable selection with discrete optimization: computational and statistical perspectives (Q6046300) (← links)
- HARFE: hard-ridge random feature expansion (Q6049834) (← links)
- A penalized two-pass regression to predict stock returns with time-varying risk premia (Q6090588) (← links)
- Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)
- The variable selection methods and algorithms in the multiple linear model (Q6164701) (← links)
