The following pages link to (Q4864293):
Displaying 50 items.
- Advanced algorithms for penalized quantile and composite quantile regression (Q1995843) (← links)
- An accelerated EM algorithm for mixture models with uncertainty for rating data (Q1995870) (← links)
- IDENT: identifying differential equations with numerical time evolution (Q1995989) (← links)
- Empirical Bayes oracle uncertainty quantification for regression (Q1996760) (← links)
- Model selection and local geometry (Q1996781) (← links)
- Multi-task learning in vector-valued reproducing kernel Banach spaces with the \(\ell^1\) norm (Q1996886) (← links)
- An automatic and parameter-free information-based method for sparse representation in wavelet bases (Q1998046) (← links)
- Evaluating machine learning methods for estimation in online surveys with superpopulation modeling (Q1998585) (← links)
- Regularization-based model tree for multi-output regression (Q1999021) (← links)
- Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
- Evaluating the impact of a HIV low-risk express care task-shifting program: a case study of the targeted learning roadmap (Q2001893) (← links)
- The generalized Lasso problem and uniqueness (Q2002568) (← links)
- Estimation for biased partial linear single index models (Q2002712) (← links)
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- A performance guarantee for orthogonal matching pursuit using mutual coherence (Q2003290) (← links)
- Sparse approximate reconstruction decomposed by two optimization problems (Q2003320) (← links)
- Jackknife model averaging prediction methods for complex phenotypes with gene expression levels by integrating external pathway information (Q2003642) (← links)
- A novel convex clustering method for high-dimensional data using semiproximal ADMM (Q2004149) (← links)
- Using recursive algorithms for the efficient identification of smoothing spline ANOVA models (Q2006880) (← links)
- Sparse principal component analysis via fractional function regularity (Q2007153) (← links)
- Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models (Q2008000) (← links)
- Fused variable screening for massive imbalanced data (Q2008001) (← links)
- An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (Q2008097) (← links)
- Time-dependent Poisson reduced rank models for political text data analysis (Q2008098) (← links)
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
- Feature screening for ultrahigh dimensional categorical data with covariates missing at random (Q2008118) (← links)
- A nonparametric feature screening method for ultrahigh-dimensional missing response (Q2008122) (← links)
- Sparse principal component based high-dimensional mediation analysis (Q2008127) (← links)
- Benchmark for filter methods for feature selection in high-dimensional classification data (Q2008133) (← links)
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
- Sparse network estimation for dynamical spatio-temporal array models (Q2008222) (← links)
- Scalar-on-function regression for predicting distal outcomes from intensively gathered longitudinal data: interpretability for applied scientists (Q2008605) (← links)
- Inference under Fine-Gray competing risks model with high-dimensional covariates (Q2008618) (← links)
- A Lasso-penalized BIC for mixture model selection (Q2009036) (← links)
- Discrete least-squares radial basis functions approximations (Q2009407) (← links)
- Double fused Lasso penalized LAD for matrix regression (Q2009580) (← links)
- Sequential model aggregation for production forecasting (Q2009841) (← links)
- An adaptive orthogonal improved interpolating moving least-square method and a new boundary element-free method (Q2010755) (← links)
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
- A note on quantile feature screening via distance correlation (Q2010823) (← links)
- Nonlinear least-squares spline fitting with variable knots (Q2011125) (← links)
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction (Q2011726) (← links)
- Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
- Variable selection for the partial linear single-index model (Q2013035) (← links)
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model (Q2013049) (← links)
- Second-order orthant-based methods with enriched Hessian information for sparse \(\ell _1\)-optimization (Q2013139) (← links)
- Inference of gene regulatory networks using Bayesian nonparametric regression and topology information (Q2013987) (← links)
- Traditional and recent approaches in background modeling for foreground detection: an overview (Q2015048) (← links)
- A robust and efficient estimation and variable selection method for partially linear single-index models (Q2015069) (← links)
- Properties and iterative methods for the \(Q\)-lasso (Q2015266) (← links)
