Pages that link to "Item:Q4468450"
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The following pages link to Boosting With the<i>L</i><sub>2</sub>Loss (Q4468450):
Displaying 50 items.
- Penalized likelihood and Bayesian function selection in regression models (Q1621251) (← links)
- Variable selection in general multinomial logit models (Q1623760) (← links)
- Boosting techniques for nonlinear time series models (Q1633230) (← links)
- Network-based naive Bayes model for social network (Q1635847) (← links)
- Logitboost autoregressive networks (Q1654262) (← links)
- An update on statistical boosting in biomedicine (Q1664502) (← links)
- A multicriteria approach to find predictive and sparse models with stable feature selection for high-dimensional data (Q1664508) (← links)
- Boosting flexible functional regression models with a high number of functional historical effects (Q1703807) (← links)
- Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates (Q1703866) (← links)
- Pathway-based kernel boosting for the analysis of genome-wide association studies (Q1705355) (← links)
- Regression with stagewise minimization on risk function (Q1727927) (← links)
- Population theory for boosting ensembles. (Q1884600) (← links)
- On the Bayes-risk consistency of regularized boosting methods. (Q1884602) (← links)
- Statistical behavior and consistency of classification methods based on convex risk minimization. (Q1884603) (← links)
- Learned-loss boosting (Q1927174) (← links)
- Forecasting with many predictors: is boosting a viable alternative? (Q1942870) (← links)
- Density estimation with minimization of \(U\)-divergence (Q1945015) (← links)
- Semiparametric regression during 2003--2007 (Q1952023) (← links)
- Forest Garrote (Q1952025) (← links)
- Adaptive kernel methods using the balancing principle (Q1959089) (← links)
- Analysis of a two-layer neural network via displacement convexity (Q1996787) (← links)
- Block-based refitting in \(\ell_{12}\) sparse regularization (Q2031749) (← links)
- Boosted nonparametric hazards with time-dependent covariates (Q2054480) (← links)
- Scalar on network regression via boosting (Q2080790) (← links)
- Adaptive step-length selection in gradient boosting for Gaussian location and scale models (Q2095757) (← links)
- A new accelerated proximal boosting machine with convergence rate \(O(1/t^2)\) (Q2103099) (← links)
- A review on instance ranking problems in statistical learning (Q2127240) (← links)
- A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers (Q2148995) (← links)
- Smoothed residual stopping for statistical inverse problems via truncated SVD estimation (Q2209816) (← links)
- Controlled sequential Monte Carlo (Q2215764) (← links)
- Invariance, causality and robustness (Q2218071) (← links)
- Sparse HP filter: finding kinks in the COVID-19 contact rate (Q2224907) (← links)
- Improved outcome prediction across data sources through robust parameter tuning (Q2236766) (← links)
- Variable selection and model choice in structured survival models (Q2255920) (← links)
- Multinomial logit models with implicit variable selection (Q2256779) (← links)
- Boosting with structural sparsity: a differential inclusion approach (Q2278448) (← links)
- Transformation boosting machines (Q2302476) (← links)
- Inference for \(L_2\)-boosting (Q2302490) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- On Lasso refitting strategies (Q2325356) (← links)
- Boosting as a kernel-based method (Q2331677) (← links)
- A geometrical approach to iterative isotone regression (Q2396476) (← links)
- An integrated approach of data envelopment analysis and boosted generalized linear mixed models for efficiency assessment (Q2399309) (← links)
- Variable selection in functional additive regression models (Q2418050) (← links)
- Accelerated gradient boosting (Q2425242) (← links)
- Early stopping in \(L_{2}\)Boosting (Q2445675) (← links)
- On the consistency of multi-label learning (Q2446585) (← links)
- Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models (Q2449910) (← links)
- Boosting for high-dimensional linear models (Q2497175) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
