Pages that link to "Item:Q2445677"
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The following pages link to Variable selection via combined penalization for high-dimensional data analysis (Q2445677):
Displaying 18 items.
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- High-dimensional pseudo-logistic regression and classification with applications to gene expression data (Q1020833) (← links)
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- Estimating mutual information for feature selection in the presence of label noise (Q1621365) (← links)
- Simultaneous dimension reduction and variable selection in modeling high dimensional data (Q1654282) (← links)
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
- False discovery control for penalized variable selections with high-dimensional covariates (Q2324959) (← links)
- High dimensional single index models (Q2350065) (← links)
- Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis (Q2358912) (← links)
- Integrative analysis and variable selection with multiple high-dimensional data sets (Q3165548) (← links)
- Combined-penalized likelihood estimations with a diverging number of parameters (Q3179246) (← links)
- High Dimensional Variable Selection via Tilting (Q4632676) (← links)
- High‐dimensional data analysis: Selection of variables, data compression and graphics – Application to gene expression (Q5123173) (← links)
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (Q5138041) (← links)
- (Q5194459) (← links)
- Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression (Q6044635) (← links)
- One-step sparse ridge estimation with folded concave penalty (Q6590301) (← links)