The following pages link to (Q4864293):
Displaying 50 items.
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- A new self-adaptive CQ algorithm with an application to the LASSO problem (Q1615350) (← links)
- Multi-document summarization via group sparse learning (Q1615644) (← links)
- A regularizing multilevel approach for nonlinear inverse problems (Q1615866) (← links)
- Tseng type methods for solving inclusion problems and its applications (Q1616141) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
- P-splines with an \(\ell_1\) penalty for repeated measures (Q1616325) (← links)
- Persistence diagrams with linear machine learning models (Q1616398) (← links)
- Markov chain Monte Carlo with the integrated nested Laplace approximation (Q1616779) (← links)
- Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape (Q1618099) (← links)
- Searching for the core variables in principal components analysis (Q1620923) (← links)
- Sequential double cross-validation for assessment of added predictive ability in high-dimensional omic applications (Q1621008) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Penalized likelihood and Bayesian function selection in regression models (Q1621251) (← links)
- Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations (Q1621346) (← links)
- On selecting interacting features from high-dimensional data (Q1621350) (← links)
- Using random subspace method for prediction and variable importance assessment in linear regression (Q1621353) (← links)
- LOL selection in high dimension (Q1621355) (← links)
- Sparse group Lasso and high dimensional multinomial classification (Q1621358) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Bayesian variable selection for correlated covariates via colored cliques (Q1621667) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Estimation and variable selection for partially functional linear models (Q1622116) (← links)
- Nonparametric variable selection and classification: the CATCH algorithm (Q1623399) (← links)
- Group subset selection for linear regression (Q1623472) (← links)
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
- A Bayesian mixture of Lasso regressions with \(t\)-errors (Q1623580) (← links)
- Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve (Q1623603) (← links)
- Monotone splines Lasso (Q1623607) (← links)
- Variable and boundary selection for functional data via multiclass logistic regression modeling (Q1623638) (← links)
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- Linearized alternating direction method of multipliers for sparse group and fused Lasso models (Q1623671) (← links)
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm (Q1623713) (← links)
- A sequential test for variable selection in high dimensional complex data (Q1623732) (← links)
- Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers (Q1623755) (← links)
- Kernel multilogit algorithm for multiclass classification (Q1623757) (← links)
- Variable selection in general multinomial logit models (Q1623760) (← links)
- Accurate ensemble pruning with PL-bagging (Q1623764) (← links)
- Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
- Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) (← links)
- A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- Signal recovery under cumulative coherence (Q1624658) (← links)
