Pages that link to "Item:Q117370"

The following pages link to A unified approach to model selection and sparse recovery using regularized least squares (Q117370):

Displaying 50 items.

• Minimizing L ₁ over L ₂ norms on the gradient (Q5076010) (← links)
• Adaptive elastic net-penalized quantile regression for variable selection (Q5077881) (← links)
• Regularized robust estimation in binary regression models (Q5085631) (← links)
• Sparse structure selection and estimation (Q5085927) (← links)
• Stable Image Reconstruction Using Transformed Total Variation Minimization (Q5094633) (← links)
• A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
• A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression (Q5107360) (← links)
• Confidence Intervals for Sparse Penalized Regression With Random Designs (Q5130623) (← links)
• A Simple Two-Sample Test in High Dimensions Based on <i>L</i>²-Norm (Q5130640) (← links)
• A Scale-Invariant Approach for Sparse Signal Recovery (Q5204007) (← links)
• Likelihood adaptively modified penalties (Q5213972) (← links)
• Proper Inference for Value Function in High-Dimensional Q-Learning for Dynamic Treatment Regimes (Q5242485) (← links)
• Minimization of $\ell_{1-2}$ for Compressed Sensing (Q5251929) (← links)
• Efficient Penalized Estimation for Linear Regression Model (Q5265841) (← links)
• Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
• Limited-Angle CT Reconstruction via the $L_1/L_2$ Minimization (Q5860341) (← links)
• Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression (Q5861470) (← links)
• Taylor quasi-likelihood for limited generalized linear models (Q5861540) (← links)
• High-dimensional statistical inference via DATE (Q5875199) (← links)
• Bayesian variable selection via a benchmark in normal linear models (Q5880065) (← links)
• Oracle estimation of parametric transformation models (Q5965319) (← links)
• Model Selection of Generalized Estimating Equation With Divergent Model Size (Q6039870) (← links)
• Robust penalized empirical likelihood in high dimensional longitudinal data analysis (Q6049408) (← links)
• Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring (Q6055538) (← links)
• Variable Selection for Interval‐censored Failure Time Data (Q6067573) (← links)
• Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
• Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
• Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory (Q6092965) (← links)
• Accelerated sparse recovery via gradient descent with nonlinear conjugate gradient momentum (Q6101532) (← links)
• Selection of fixed effects in high-dimensional generalized linear mixed models (Q6113503) (← links)
• Weighted least squares model averaging for accelerated failure time models (Q6115536) (← links)
• Sorted \(L_1/L_2\) minimization for sparse signal recovery (Q6120011) (← links)
• High-Dimensional Censored Regression via the Penalized Tobit Likelihood (Q6150365) (← links)
• On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data (Q6178680) (← links)
• Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
• Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model (Q6541110) (← links)
• The sparse estimation of the semiparametric linear transformation model with dependent current status data (Q6547181) (← links)
• A review of discriminant analysis in high dimensions (Q6562693) (← links)
• Variable selection in proportional odds model with informatively interval-censored data (Q6579430) (← links)
• Overview of robust variable selection methods for high-dimensional linear regression model (Q6585942) (← links)
• Group variable selection for the Cox model with interval-censored failure time data (Q6589252) (← links)
• Variable selection using \(L_q\) penalties (Q6604398) (← links)
• Overview of research advance for knockoff methods (Q6615097) (← links)
• Incorporating Graphical Structure of Predictors in Sparse Quantile Regression (Q6617798) (← links)
• Simultaneous variable selection and estimation for survival data via the Gaussian seamless-\(L_0\) penalty (Q6618442) (← links)
• Martingale-residual-based greedy model averaging for high-dimensional current status data (Q6618463) (← links)
• Sequential Scaled Sparse Factor Regression (Q6620886) (← links)
• High-Dimensional Interaction Detection With False Sign Rate Control (Q6620942) (← links)
• Variable selection in semiparametric nonmixture cure model with interval-censored failure time data: an application to the prostate cancer screening study (Q6624670) (← links)
• A conditional approach for regression analysis of case \(K\) interval-censored failure time data with informative censoring (Q6626712) (← links)