Pages that link to "Item:Q1879940"

The following pages link to Least angle regression. (With discussion) (Q1879940):

Displaying 50 items.

• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
• Enhancing the lasso approach for developing a survival prediction model based on gene expression data (Q308770) (← links)
• The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
• Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches (Q309421) (← links)
• Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
• Group-wise sufficient dimension reduction with principal fitted components (Q311294) (← links)
• Constrained inference in linear regression (Q311814) (← links)
• Projection algorithms for nonconvex minimization with application to sparse principal component analysis (Q312468) (← links)
• A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
• AIC for the Lasso in generalized linear models (Q315399) (← links)
• Demand forecasting with high dimensional data: the case of SKU retail sales forecasting with intra- and inter-category promotional information (Q320919) (← links)
• Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
• A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
• The adaptive LASSO spline estimation of single-index model (Q328835) (← links)
• Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
• Fast and scalable Lasso via stochastic Frank-Wolfe methods with a convergence guarantee (Q331671) (← links)
• PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection (Q333348) (← links)
• Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
• A LARS-based method of the construction of a fuzzy regression model for the selection of significant features (Q333588) (← links)
• Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
• Multi-step virtual metrology for semiconductor manufacturing: a multilevel and regularization methods-based approach (Q337315) (← links)
• Quantifying initial and wind forcing uncertainties in the gulf of Mexico (Q341542) (← links)
• Strong consistency of Lasso estimators (Q354203) (← links)
• The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
• A lasso for hierarchical interactions (Q366961) (← links)
• Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
• ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals (Q372857) (← links)
• The geometry of least squares in the 21st century (Q373539) (← links)
• Massively parallel feature selection: an approach based on variance preservation (Q374165) (← links)
• A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
• Radial basis function-sparse partial least squares for application to brain imaging data (Q382626) (← links)
• Impacts of high dimensionality in finite samples (Q385798) (← links)
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
• Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
• Regression with outlier shrinkage (Q394109) (← links)
• A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
• Blasso for object categorization and retrieval: towards interpretable visual models (Q408074) (← links)
• Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
• A majorization-minimization approach to the sparse generalized eigenvalue problem (Q413888) (← links)
• Sparse conjugate directions pursuit with application to fixed-size kernel models (Q413891) (← links)
• On the representation of functions with Gaussian wave packets (Q421207) (← links)
• Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
• Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
• Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
• Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
• LASSO and shrinkage estimation in Weibull censored regression models (Q434515) (← links)
• On efficient calculations for Bayesian variable selection (Q434881) (← links)
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
• \(L^1\) regularization method in electrical impedance tomography by using the \(L^1\)-curve (Pareto frontier curve) (Q437855) (← links)