Pages that link to "Item:Q2950200"
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The following pages link to Regularizing LASSO: A Consistent Variable Selection Method (Q2950200):
Displaying 15 items.
- Relaxed Lasso (Q1020826) (← links)
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
- A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
- Iterative smooth \(L_{1/2}\) algorithm for variable selection (Q2823525) (← links)
- Sparse covariance thresholding for high-dimensional variable selection (Q2999743) (← links)
- (Q3174050) (← links)
- (Q4864293) (← links)
- Regularization and Variable Selection Via the Elastic Net (Q5313591) (← links)
- Structured lasso for regression with matrix covariates (Q5413282) (← links)
- (Q5447530) (← links)
- Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136) (← links)
- Subsampling based variable selection for generalized linear models (Q6115531) (← links)
- Optimized variable selection via repeated data splitting (Q6627418) (← links)
