The following pages link to (Q4864293):
Displaying 50 items.
- A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood (Q892490) (← links)
- Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation (Q892492) (← links)
- A proximal alternating linearization method for minimizing the sum of two convex functions (Q892779) (← links)
- Adaptive projected gradient thresholding methods for constrained \(l_0\) problems (Q892792) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Variable selection in semiparametric hazard regression for multivariate survival data (Q893164) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- An improved robust and sparse twin support vector regression via linear programming (Q894317) (← links)
- Sparse identification of posynomial models (Q894327) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Characterization of weighted quantile sum regression for highly correlated data in a risk analysis setting (Q894843) (← links)
- Learning theory approach to a system identification problem involving atomic norm (Q895425) (← links)
- Stability of the elastic net estimator (Q895982) (← links)
- Extensions of Gauss quadrature via linear programming (Q896553) (← links)
- Non-negative and sparse spectral clustering (Q898301) (← links)
- Discriminative subspace learning with sparse representation view-based model for robust visual tracking (Q898380) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Incorporating grouping information in Bayesian variable selection with applications in genomics (Q899018) (← links)
- Bayesian regularization via graph Laplacian (Q899032) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- From genome-scale data to models of infectious disease: a Bayesian network-based strategy to drive model development (Q899417) (← links)
- Sparse Bayesian representation in time-frequency domain (Q899546) (← links)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Separation of linear and index covariates in partially linear single-index models (Q900792) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Robust model-free feature screening via quantile correlation (Q900833) (← links)
- Prediction consistency of forward iterated regression and selection technique (Q900923) (← links)
- A Bayesian hybrid huberized support vector machine and its applications in high-dimensional medical data (Q901503) (← links)
- Gene selection and prediction for cancer classification using support vector machines with a reject option (Q901576) (← links)
- FSR methods for second-order regression models (Q901592) (← links)
- Practical variable selection for generalized additive models (Q901636) (← links)
- Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Topographic Bernoulli block mixture mapping for binary tables (Q903125) (← links)
- Relaxation penalties and priors for plausible modeling of nonidentified bias sources (Q903273) (← links)
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- Optimal tuning parameter estimation in maximum penalized likelihood method (Q904097) (← links)
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
- Construction, management, and performance of sparse Markowitz portfolios (Q905387) (← links)
- Learning active basis models by EM-type algorithms (Q906518) (← links)
- Principal fitted components for dimension reduction in regression (Q907947) (← links)
- Structures and assumptions: strategies to harness gene \(\times\) gene and gene \(\times\) environment interactions in GWAS (Q908125) (← links)
- Estimating effects and making predictions from genome-wide marker data (Q908132) (← links)
- A note on the Lasso for Gaussian graphical model selection (Q927362) (← links)
