The following pages link to (Q4864293):
Displaying 50 items.
- Characterizing \(L_{2}\)Boosting (Q447853) (← links)
- Degrees of freedom in lasso problems (Q447864) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- UPS delivers optimal phase diagram in high-dimensional variable selection (Q450021) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- Hierarchical multilinear models for multiway data (Q452625) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
- A kernel-based framework to tensorial data analysis (Q456010) (← links)
- Proximal methods for the latent group lasso penalty (Q457209) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- Permissible boundary prior function as a virtually proper prior density (Q457286) (← links)
- On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems (Q457540) (← links)
- Quantile regression with \(\ell_1\)-regularization and Gaussian kernels (Q457695) (← links)
- Solution path clustering with adaptive concave penalty (Q457964) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- Biobjective sparse principal component analysis (Q458642) (← links)
- Scalable anomaly detection in large homogeneous populations (Q458772) (← links)
- Analysis of programming properties and the row-column generation method for 1-norm support vector machines (Q460673) (← links)
- Fully corrective boosting with arbitrary loss and regularization (Q460675) (← links)
- 1-norm support vector novelty detection and its sparseness (Q460681) (← links)
- Sparse matrix transform based weight updating in partial least squares regression (Q460968) (← links)
- 2DPCA with L1-norm for simultaneously robust and sparse modelling (Q461155) (← links)
- Statistical inference of regulatory networks for circadian regulation (Q461673) (← links)
- Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
- Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming (Q463732) (← links)
- Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms (Q466526) (← links)
- Variable selection in infinite-dimensional problems (Q466987) (← links)
- A regularized graph layout framework for dynamic network visualization (Q468664) (← links)
- Imputing genotypes using regularized generalized linear regression models (Q470300) (← links)
- Trimmed Granger causality between two groups of time series (Q470487) (← links)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
- Subband adaptive filtering with \(l_1\)-norm constraint for sparse system identification (Q474425) (← links)
- Robust face recognition via block sparse Bayesian learning (Q474521) (← links)
- Nonparametric significance testing and group variable selection (Q476217) (← links)
- Variable selection of generalized regression models based on maximum rank correlation (Q477519) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
- Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
- The variational Garrote (Q479478) (← links)
- A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares (Q480935) (← links)
- Variable selection for general index models via sliced inverse regression (Q480962) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Covariate assisted screening and estimation (Q482879) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
