Pages that link to "Item:Q3551034"

The following pages link to DASSO: Connections Between the Dantzig Selector and Lasso (Q3551034):

Displaying 47 items.

• A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
• Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
• Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
• Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
• Comment: Boosting algorithms: regularization, prediction and model fitting (Q449784) (← links)
• Normalized and standard Dantzig estimators: two approaches (Q491397) (← links)
• The solution path of the generalized lasso (Q638794) (← links)
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
• Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals (Q741817) (← links)
• Functional linear regression that's interpretable (Q834333) (← links)
• A fast splitting method tailored for Dantzig selector (Q887167) (← links)
• Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
• Enhanced ridge regressions (Q984175) (← links)
• A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
• A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints (Q1639715) (← links)
• Finding Dantzig selectors with a proximity operator based fixed-point algorithm (Q1663200) (← links)
• On robust width property for Lasso and Dantzig selector (Q1709661) (← links)
• Templates for convex cone problems with applications to sparse signal recovery (Q1762456) (← links)
• An alternating direction method for finding Dantzig selectors (Q1927184) (← links)
• Variable selection and parameter estimation for partially linear models via Dantzig selector (Q1938499) (← links)
• High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
• Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework (Q1950814) (← links)
• A partially proximal linearized alternating minimization method for finding Dantzig selectors (Q1983897) (← links)
• Complexity and applications of the homotopy principle for uniformly constrained sparse minimization (Q2019907) (← links)
• GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
• On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
• High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking (Q2302521) (← links)
• On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions (Q2359139) (← links)
• An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516) (← links)
• Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector (Q2852551) (← links)
• Bridge Estimators in the Partially Linear Model with High Dimensionality (Q2892634) (← links)
• Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
• Tuning Parameter Estimation in Penalized Least Squares Methodology (Q3102894) (← links)
• Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising (Q3304839) (← links)
• Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
• Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (Q4904737) (← links)
• Damage identification in bridge structures subject to moving vehicle based on extended Kalman filter with <b><i>l</i></b>1-norm regularization (Q4991444) (← links)
• Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector (Q5021412) (← links)
• A new variable selection method for uniform designs (Q5129136) (← links)
• The Penalized Analytic Center Estimator (Q5864508) (← links)
• Framework for segmented threshold \(\ell_0\) gradient approximation based network for sparse signal recovery (Q6053460) (← links)
• Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation (Q6103217) (← links)
• A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
• Cardinality minimization, constraints, and regularization: a survey (Q6585278) (← links)
• A New Sparse-Learning Model for Maximum Gap Reduction of Composite Fuselage Assembly (Q6631081) (← links)
• Nonconvex Dantzig selector and its parallel computing algorithm (Q6643210) (← links)
• Focused estimation and model averaging with penalization methods: an overview (Q6647314) (← links)