The following pages link to (Q4864293):
Displaying 50 items.
- Detecting weak signals in high dimensions (Q272081) (← links)
- Causality analysis of futures sugar prices in Zhengzhou based on graphical models for multivariate time series (Q272810) (← links)
- Power-expected-posterior priors for variable selection in Gaussian linear models (Q273575) (← links)
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Model-free sure screening via maximum correlation (Q276978) (← links)
- Regularity properties for sparse regression (Q279682) (← links)
- SpaGrOW -- a derivative-free optimization scheme for intermolecular force field parameters based on sparse grid methods (Q280560) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Inference in adaptive regression via the Kac-Rice formula (Q282472) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Bayesian manifold regression (Q282481) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- Sparse principal component analysis with measurement errors (Q282903) (← links)
- Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
- Inducing wavelets into random fields via generative boosting (Q285524) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint (Q286265) (← links)
- Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction (Q287423) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Mathematical programming for the sum of two convex functions with applications to lasso problem, split feasibility problems, and image deblurring problem (Q288028) (← links)
- Iterative methods for solving the multiple-sets split feasibility problem with splitting self-adaptive step size (Q288176) (← links)
- Variable selection and prediction with incomplete high-dimensional data (Q288607) (← links)
- Space-time short- to medium-term wind speed forecasting (Q290340) (← links)
- Statistical consistency of coefficient-based conditional quantile regression (Q290691) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- An implementable splitting algorithm for the \(\ell_1\)-norm regularized split feasibility problem (Q293116) (← links)
- Adaptive shrinkage of singular values (Q294253) (← links)
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Conic optimization via operator splitting and homogeneous self-dual embedding (Q301735) (← links)
- Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- A proximal method for composite minimization (Q304260) (← links)
- The sparse principal component analysis problem: optimality conditions and algorithms (Q306306) (← links)
- Resistant multiple sparse canonical correlation (Q306679) (← links)
- Low-complexity non-uniform penalized affine projection algorithm for sparse system identification (Q308503) (← links)
