Pages that link to "Item:Q2883899"

The following pages link to Extended BIC for small-\(n\)-large-\(P\) sparse GLM (Q2883899):

Displaying 50 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737) (← links)
• Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
• Group selection in high-dimensional partially linear additive models (Q424816) (← links)
• High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
• Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
• Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
• Statistical properties of convex clustering (Q887272) (← links)
• Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions'' (Q899041) (← links)
• Variable selection in nonparametric additive models (Q988006) (← links)
• A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
• Bayesian model selection for generalized linear models using non-local priors (Q1727917) (← links)
• Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces (Q1926385) (← links)
• Hyper nonlocal priors for variable selection in generalized linear models (Q1987723) (← links)
• Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
• High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
• Feature selection for data integration with mixed multiview data (Q2078739) (← links)
• Sparse logistic functional principal component analysis for binary data (Q2108927) (← links)
• Efficient information-based criteria for model selection in quantile regression (Q2126036) (← links)
• GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
• Sequential feature screening for generalized linear models with sparse ultra-high dimensional data (Q2200110) (← links)
• Bayesian fusion estimation via \(t\) shrinkage (Q2206752) (← links)
• Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
• Modified versions of the Bayesian information criterion for sparse generalized linear models (Q2275644) (← links)
• Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
• Who learns better Bayesian network structures: accuracy and speed of structure learning algorithms (Q2302820) (← links)
• Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
• High-dimensional Ising model selection with Bayesian information criteria (Q2340871) (← links)
• Extended Bayesian information criterion in the Cox model with a high-dimensional feature space (Q2352446) (← links)
• ESL-SELO: a robust image denoising algorithm with penalty (Q2401786) (← links)
• Network-based discriminant analysis for multiclassification (Q2680180) (← links)
• Selection Consistency of Generalized Information Criterion for Sparse Logistic Model (Q2833365) (← links)
• Variable selection and estimation in generalized linear models with the seamless \(L_0\) penalty (Q2856573) (← links)
• Extended Bayesian information criteria for model selection with large model spaces (Q3181918) (← links)
• Global optimal model selection for high-dimensional survival analysis (Q3390347) (← links)
• Algorithms for Fitting the Constrained Lasso (Q3391167) (← links)
• Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
• A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
• (Q4998936) (← links)
• Robust estimation and outlier detection for varying-coefficient models via penalized regression (Q5042171) (← links)
• Optimal regression parameter-specific shrinkage by plug-in estimation (Q5077520) (← links)
• Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates (Q5079906) (← links)
• A modified information criterion for model selection (Q5079975) (← links)
• Robust variable selection based on the random quantile LASSO (Q5086334) (← links)
• A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression (Q5107360) (← links)
• Variable selection for multivariate generalized linear models (Q5128587) (← links)
• (Q5149011) (← links)
• (Q5159419) (← links)
• Robust Variable and Interaction Selection for Logistic Regression and General Index Models (Q5229910) (← links)