The following pages link to (Q4864293):
Displaying 50 items.
- ``Optimal'' choice of the step length of the projection and contraction methods for solving the split feasibility problem (Q721148) (← links)
- A variant of AIC based on the Bayesian marginal likelihood (Q721607) (← links)
- Rank-based Liu regression (Q722749) (← links)
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- Characterization of the equivalence of robustification and regularization in linear and matrix regression (Q723995) (← links)
- A regularized variable selection procedure in additive hazards model with stratified case-cohort design (Q725417) (← links)
- A new accelerated algorithm for ill-conditioned ridge regression problems (Q725822) (← links)
- Stochastic intermediate gradient method for convex problems with stochastic inexact oracle (Q727222) (← links)
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection (Q729190) (← links)
- Gaussian functional regression for output prediction: model assimilation and experimental design (Q729481) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Sparsity preserving projections with applications to face recognition (Q733184) (← links)
- Sparse regression using mixed norms (Q734328) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Variable selection for semiparametric varying coefficient partially linear models (Q734698) (← links)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization (Q734955) (← links)
- Robust penalized quantile regression estimation for panel data (Q736536) (← links)
- Semiparametric variable selection for partially varying coefficient models with endogenous variables (Q736653) (← links)
- New cyclic sparsity measures for deconvolution based on convex relaxation (Q736973) (← links)
- Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
- Variable selection after screening: with or without data splitting? (Q737000) (← links)
- A centroid-based gene selection method for microarray data classification (Q738623) (← links)
- Symmetric tensor decomposition by an iterative eigendecomposition algorithm (Q738956) (← links)
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
- mLASSO-Hum: a LASSO-based interpretable human-protein subcellular localization predictor (Q739351) (← links)
- Sparse recovery via differential inclusions (Q739470) (← links)
- Subspace clustering of high-dimensional data: a predictive approach (Q740601) (← links)
- Analysis of sparse MIMO radar (Q741258) (← links)
- Properties and iterative methods for the lasso and its variants (Q741471) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Algorithms for nonnegative matrix and tensor factorizations: a unified view based on block coordinate descent framework (Q742122) (← links)
- A constrained optimization reformulation and a feasible descent direction method for \(L_{1/2}\) regularization (Q742307) (← links)
- Machine learning with squared-loss mutual information (Q742658) (← links)
- Component-wisely sparse boosting (Q743775) (← links)
- Bayesian adaptive Lasso (Q743993) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- Block splitting for distributed optimization (Q744220) (← links)
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
- A single interval based classifier (Q744724) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- The structured elastic net for quantile regression and support vector classification (Q746191) (← links)
- Prediction-based regularization using data augmented regression (Q746200) (← links)
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
- Nonparametric estimation of the link function including variable selection (Q746233) (← links)
- Sequential Monte Carlo on large binary sampling spaces (Q746260) (← links)
