The following pages link to (Q4864293):
Displaying 50 items.
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
- Variable selection in finite mixture of regression models with an unknown number of components (Q830075) (← links)
- High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
- Tuning-free ridge estimators for high-dimensional generalized linear models (Q830109) (← links)
- Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← links)
- Tests for differential Gaussian Bayesian networks based on quadratic inference functions (Q830113) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Empirical likelihood and estimating equations for survey data analysis (Q830261) (← links)
- Variable selection for generalized odds rate mixture cure models with interval-censored failure time data (Q830426) (← links)
- Generalized co-sparse factor regression (Q830453) (← links)
- Model averaging assisted sufficient dimension reduction (Q830525) (← links)
- Model-free variable selection for conditional mean in regression (Q830544) (← links)
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
- Hybrid safe-strong rules for efficient optimization in Lasso-type problems (Q830584) (← links)
- Joint analysis of semicontinuous data with latent variables (Q830608) (← links)
- Inferring dynamic gene regulatory networks with low-order conditional independencies -- an evaluation of the method (Q830655) (← links)
- A new variant of the parallel regression model with variable selection in surveys with sensitive attribute (Q830681) (← links)
- Functional linear regression that's interpretable (Q834333) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- High-dimensional variable selection (Q834336) (← links)
- Accelerating gradient projection methods for \(\ell _1\)-constrained signal recovery by steplength selection rules (Q837553) (← links)
- Sparsity in penalized empirical risk minimization (Q838303) (← links)
- Variable selection for recurrent event data via nonconcave penalized estimating function (Q841054) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Least squares approximation with a diverging number of parameters (Q844883) (← links)
- An empirical study on classification methods for alarms from a bug-finding static C analyzer (Q845982) (← links)
- Compressed history matching: Exploiting transform-domain sparsity for regularization of nonlinear dynamic data integration problems (Q848925) (← links)
- Component selection and smoothing in multivariate nonparametric regression (Q869970) (← links)
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
- Regularization in statistics (Q882931) (← links)
- Exact support recovery for sparse spikes deconvolution (Q887157) (← links)
- A fast splitting method tailored for Dantzig selector (Q887167) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- Using financial risk measures for analyzing generalization performance of machine learning models (Q889281) (← links)
- Feature selection for linear SVMs under uncertain data: robust optimization based on difference of convex functions algorithms (Q889303) (← links)
- An efficient sampling algorithm with adaptations for Bayesian variable selection (Q889341) (← links)
- Estimates on compressed neural networks regression (Q889370) (← links)
- RBF-network based sparse signal recovery algorithm for compressed sensing reconstruction (Q889379) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem (Q890462) (← links)
- Sparse feedback in linear control systems (Q891475) (← links)
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization (Q892230) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation (Q892458) (← links)
