The following pages link to (Q4864293):
Displaying 50 items.
- Spatio-temporal random fields: compressible representation and distributed estimation (Q399911) (← links)
- Regularized 3D functional regression for brain image data via Haar wavelets (Q400650) (← links)
- A distributed algorithm for fitting generalized additive models (Q402192) (← links)
- Fast first-order methods for composite convex optimization with backtracking (Q404292) (← links)
- An entropic estimator for linear inverse problems (Q406071) (← links)
- Blasso for object categorization and retrieval: towards interpretable visual models (Q408074) (← links)
- Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
- Sparse occlusion detection with optical flow (Q409201) (← links)
- Discriminant sparse neighborhood preserving embedding for face recognition (Q411959) (← links)
- An empirical feature-based learning algorithm producing sparse approximations (Q413648) (← links)
- Multi-scale geometric methods for data sets. II: Geometric multi-resolution analysis (Q413654) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- A majorization-minimization approach to the sparse generalized eigenvalue problem (Q413888) (← links)
- Sparse conjugate directions pursuit with application to fixed-size kernel models (Q413891) (← links)
- Sparse canonical correlation analysis (Q415611) (← links)
- Ternary Bradley-Terry model-based decoding for multi-class classification and its extensions (Q415622) (← links)
- Smoothed state estimates under abrupt changes using sum-of-norms regularization (Q417799) (← links)
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- Robustness and generalization (Q420915) (← links)
- On the representation of functions with Gaussian wave packets (Q421207) (← links)
- Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- A Bayesian information criterion for portfolio selection (Q429627) (← links)
- Model selection in linear mixed effect models (Q432304) (← links)
- Variable selection in robust regression models for longitudinal data (Q432312) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- LASSO and shrinkage estimation in Weibull censored regression models (Q434515) (← links)
- On efficient calculations for Bayesian variable selection (Q434881) (← links)
- A study of variable selection using \(g\)-prior distribution with ridge parameter (Q434980) (← links)
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Learning sparse gradients for variable selection and dimension reduction (Q439003) (← links)
- Smoothing proximal gradient method for general structured sparse regression (Q439167) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- Convex feasibility modeling and projection methods for sparse signal recovery (Q442713) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
