The following pages link to (Q4864293):
Displaying 50 items.
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075) (← links)
- Correlation and variable importance in random forests (Q58729) (← links)
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Predictive learning via rule ensembles (Q71543) (← links)
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- Delete or merge regressors for linear model selection (Q78545) (← links)
- OSQP: An Operator Splitting Solver for Quadratic Programs (Q78613) (← links)
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- MM for penalized estimation (Q82924) (← links)
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Variable selection for partially linear models via partial correlation (Q96600) (← links)
- Alternating direction method of multipliers for penalized zero-variance discriminant analysis (Q97537) (← links)
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- Stabilizing Variable Selection and Regression (Q104197) (← links)
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- Distributed multinomial regression (Q112152) (← links)
- Experimental Evaluation of Individualized Treatment Rules (Q112156) (← links)
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- Testing conditional independence in supervised learning algorithms (Q113672) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Transfer Learning under High-dimensional Generalized Linear Models (Q115205) (← links)
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262) (← links)
- State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm (Q118561) (← links)
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- The group exponential Lasso for bi-level variable selection (Q123390) (← links)
- Local partial-likelihood estimation for lifetime data (Q123405) (← links)
- Simple measures of uncertainty for model selection (Q127484) (← links)
- Sparse classification with paired covariates (Q127641) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Pursuing Sources of Heterogeneity in Modeling Clustered Population (Q130716) (← links)
- Covariate-Adjusted Tensor Classification in High-Dimensions (Q131930) (← links)
- Stable Multiple Time Step Simulation/Prediction From Lagged Dynamic Network Regression Models (Q132597) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- Complete subset regressions (Q134090) (← links)
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems (Q137310) (← links)
