Pages that link to "Item:Q2253981"
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The following pages link to Adaptive variable selection in nonparametric sparse regression (Q2253981):
Displaying 14 items.
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Sparse principal component regression with adaptive loading (Q1663268) (← links)
- Sparse nonparametric model for the detection of impact points of a functional variable (Q1695406) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- Uncertainty quantification for robust variable selection and multiple testing (Q2106788) (← links)
- Adaptive threshold-based classification of sparse high-dimensional data (Q2136667) (← links)
- Adaptive variable selection in nonparametric sparse additive models (Q2396347) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- Randomized pick-freeze for sparse Sobol indices estimation in high dimension (Q2786501) (← links)
- Adaptive First-Order Methods for General Sparse Inverse Covariance Selection (Q3053132) (← links)
- Functional sparsity: global versus local (Q3448711) (← links)
- Variable selection for sparse high-dimensional nonlinear regression models by combining nonnegative garrote and sure independence screening (Q5248920) (← links)
- Variable selection, monotone likelihood ratio and group sparsity (Q6042348) (← links)
- An algorithm for multivariate function estimation based on hierarchically refined sparse grids (Q6483415) (← links)
