The following pages link to (Q4864293):
Displaying 50 items.
- The solution path of the generalized lasso (Q638794) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Encoding and decoding V1 fMRI responses to natural images with sparse nonparametric models (Q641063) (← links)
- A Bayesian approach for inferring neuronal connectivity from calcium fluorescent imaging data (Q641075) (← links)
- Bayesian synthesis: combining subjective analyses, with an application to ozone data (Q641113) (← links)
- Structured, sparse regression with application to HIV drug resistance (Q641120) (← links)
- Variable selection for additive partially linear models with measurement error (Q641762) (← links)
- Shrinkage and variable selection by polytopes (Q643373) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- Generalization of constraints for high dimensional regression problems (Q645414) (← links)
- Model selection via adaptive shrinkage with \(t\) priors (Q650694) (← links)
- Estimation and variable selection for generalized additive partial linear models (Q651013) (← links)
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Incorporating biological information into linear models: a Bayesian approach to the selection of pathways and genes (Q652363) (← links)
- Risk prediction for prostate cancer recurrence through regularized estimation with simultaneous adjustment for nonlinear clinical effects (Q652366) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Penalized maximum likelihood estimation and variable selection in geostatistics (Q661173) (← links)
- Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression (Q662292) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Isotonic regression meets Lasso (Q668615) (← links)
- Analysis of convergence for the alternating direction method applied to joint sparse recovery (Q668704) (← links)
- Dynamic portfolio management with views at multiple horizons (Q668857) (← links)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
- Modified moving least squares with polynomial bases for scattered data approximation (Q669431) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- Forward selection and estimation in high dimensional single index models (Q670181) (← links)
- A fast proximal point algorithm for \(\ell_{1}\)-minimization problem in compressed sensing (Q670842) (← links)
- A pseudo-heuristic parameter selection rule for \(l^1\)-regularized minimization problems (Q679565) (← links)
- The quest for the right kernel in Bayesian impulse response identification: the use of OBFs (Q680545) (← links)
- Support recovery for sparse super-resolution of positive measures (Q682872) (← links)
- Stochastic matching pursuit for Bayesian variable selection (Q692971) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Adaptive sequential design for regression on multi-resolution bases (Q693303) (← links)
- The predictive Lasso (Q693339) (← links)
- Approximate Bayesian computation methods (Q693353) (← links)
- Filtering via approximate Bayesian computation (Q693364) (← links)
- Four encounters with system identification (Q693680) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Learning the coordinate gradients (Q695644) (← links)
- Projected Landweber iteration for matrix completion (Q708281) (← links)
- L1Packv2: A Mathematica package for minimizing an \(\ell _{1}\)-penalized functional (Q711066) (← links)
- Confidence intervals in regression centred on the SCAD estimator (Q712527) (← links)
- A two-way regularization method for MEG source reconstruction (Q714359) (← links)
- Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping (Q714367) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
- SOCP based variance free Dantzig selector with application to robust estimation (Q715639) (← links)
