The following pages link to (Q5251797):
Displaying 50 items.
- A non-convex regularization approach for stable estimation of loss development factors (Q5014498) (← links)
- Using Machine Learning Methods to Support Causal Inference in Econometrics (Q5015913) (← links)
- Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions (Q5025768) (← links)
- Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs (Q5027037) (← links)
- Robust sparse regression by modeling noise as a mixture of gaussians (Q5036623) (← links)
- REMI: REGRESSION WITH MARGINAL INFORMATION AND ITS APPLICATION IN GENOME-WIDE ASSOCIATION STUDIES (Q5037800) (← links)
- A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
- Algorithms for estimating the parameters of factorisation machines (Q5039384) (← links)
- Prediction intervals for GLMs, GAMs, and some survival regression models (Q5039828) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables (Q5041763) (← links)
- The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions (Q5042150) (← links)
- WARPd: A Linearly Convergent First-Order Primal-Dual Algorithm for Inverse Problems with Approximate Sharpness Conditions (Q5043741) (← links)
- A maximum entropy copula model for mixed data: representation, estimation and applications (Q5051339) (← links)
- (Q5053311) (← links)
- A Problem of Distributive Justice, Solved by the Lasso (Q5056960) (← links)
- Variable Selection with Multiply-Imputed Datasets: Choosing Between Stacked and Grouped Methods (Q5057238) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
- Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration (Q5059117) (← links)
- A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution (Q5066752) (← links)
- High-dimensional Varying Index Coefficient Quantile Regression Model (Q5066766) (← links)
- Projection-based Inference for High-dimensional Linear Models (Q5066781) (← links)
- Shearlet-based regularization in statistical inverse learning with an application to x-ray tomography (Q5071173) (← links)
- Pliable lasso for the multinomial logistic regression (Q5079920) (← links)
- Gaussian random fields: with and without covariances (Q5080403) (← links)
- Sparse group lasso for multiclass functional logistic regression models (Q5085971) (← links)
- A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure (Q5086011) (← links)
- Dual active-set algorithm for optimal 3-monotone regression (Q5086554) (← links)
- Post-selection inference of generalized linear models based on the lasso and the elastic net (Q5092702) (← links)
- Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA (Q5095184) (← links)
- Variable selection in sparse GLARMA models (Q5095838) (← links)
- A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity (Q5107377) (← links)
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points (Q5107787) (← links)
- Wishart laws and variance function on homogeneous cones (Q5109848) (← links)
- Fast and approximate exhaustive variable selection for generalised linear models with APES (Q5117653) (← links)
- Primal-Dual Interior-Point Methods for Domain-Driven Formulations (Q5119848) (← links)
- The<i>l</i><sub>1</sub>-based sparsification of energy interactions in unsteady lid-driven cavity flow (Q5131427) (← links)
- Stability analysis of a class of sparse optimization problems (Q5135257) (← links)
- Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball (Q5142215) (← links)
- Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms (Q5144778) (← links)
- (Q5148934) (← links)
- (Q5148955) (← links)
- (Q5148971) (← links)
- (Q5149020) (← links)
- (Q5149025) (← links)
- Sparse Estimation with Math and Python (Q5153714) (← links)
- (Q5158710) (← links)
- Matrix completion based on Gaussian parameterized belief propagation (Q5158906) (← links)
- (Q5159402) (← links)
- Iteratively Reweighted Group Lasso Based on Log-Composite Regularization (Q5161764) (← links)
