Pages that link to "Item:Q123387"
From MaRDI portal
The following pages link to Penalized methods for bi-level variable selection (Q123387):
Displaying 50 items.
- grpreg (Q27671) (← links)
- The group exponential Lasso for bi-level variable selection (Q123390) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Additive model selection (Q513754) (← links)
- Variable selection for correlated bivariate mixed outcomes using penalized generalized estimating equations (Q667495) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization (Q892230) (← links)
- Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
- Integrative weighted group Lasso and generalized local quadratic approximation (Q1658725) (← links)
- Robust groupwise least angle regression (Q1660232) (← links)
- A random-effect model approach for group variable selection (Q1663264) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- A group adaptive elastic-net approach for variable selection in high-dimensional linear regression (Q1705570) (← links)
- Simultaneous nonparametric regression in RADWT dictionaries (Q1727921) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
- Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
- Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
- VCSEL: prioritizing SNP-set by penalized variance component selection (Q2078274) (← links)
- Covariate-adjusted inference for differential analysis of high-dimensional networks (Q2121714) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- A high-dimensional M-estimator framework for bi-level variable selection (Q2135521) (← links)
- Objective Bayesian group variable selection for linear model (Q2155018) (← links)
- Bi-level feature selection in high dimensional AFT models with applications to a genomic study (Q2195271) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)
- Grouped variable screening for ultra-high dimensional data for linear model (Q2291335) (← links)
- Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
- Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)
- High-dimensional generalized linear models incorporating graphical structure among predictors (Q2326055) (← links)
- Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
- Bi-level variable selection in semiparametric transformation models with right-censored data (Q2666992) (← links)
- Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates (Q2677126) (← links)
- Bridge estimation for linear regression models with mixing properties (Q2802877) (← links)
- Model selection for Cox models with time-varying coefficients (Q2912333) (← links)
- SPARSE REGULARIZATION FOR BI-LEVEL VARIABLE SELECTION (Q2953958) (← links)
- Fixed and Random Effects Selection in Mixed Effects Models (Q3013979) (← links)
- Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients (Q3168268) (← links)
- Grouped feature screening for ultra-high dimensional data for the classification model (Q3390600) (← links)
- BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications (Q3391445) (← links)
- Confounder selection via penalized credible regions (Q3465362) (← links)
- Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study (Q3465722) (← links)
- Penalised variable selection with U-estimates (Q3569216) (← links)
- A group bridge approach for variable selection (Q3633158) (← links)
- Stagewise generalized estimating equations with grouped variables (Q4556718) (← links)
- (Q4998947) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
