Pages that link to "Item:Q2477052"
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The following pages link to Rodeo: Sparse, greedy nonparametric regression (Q2477052):
Displaying 34 items.
- Learning sparse gradients for variable selection and dimension reduction (Q439003) (← links)
- Minimal conditions for consistent variable selection in high dimension (Q533994) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
- Additive prediction and boosting for functional data (Q961283) (← links)
- Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality (Q1737706) (← links)
- Variable selection with Hamming loss (Q1800786) (← links)
- Selection of variables and dimension reduction in high-dimensional non-parametric regression (Q1951796) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
- Challenging the curse of dimensionality in multivariate local linear regression (Q2255912) (← links)
- On robust cross-validation for nonparametric smoothing (Q2259086) (← links)
- Minimax-optimal nonparametric regression in high dimensions (Q2343958) (← links)
- Bandwidth matrix selectors for kernel regression (Q2403402) (← links)
- Lazy lasso for local regression (Q2512747) (← links)
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix (Q2786472) (← links)
- Local Polynomials for Variable Selection (Q2787376) (← links)
- Sparse nonparametric model for regression with functional covariate (Q2832031) (← links)
- Locally modelled regression and functional data (Q3589218) (← links)
- On the RODEO Method for Variable Selection (Q4561912) (← links)
- (Q4614127) (← links)
- A nonparametric procedure for linear and nonlinear variable screening (Q5051330) (← links)
- Variable selection in heteroscedastic single-index quantile regression (Q5075471) (← links)
- Kernel estimation of regression function gradient (Q5085565) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
- Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling (Q5270669) (← links)
- Input Variable Selection in Neural Network Models (Q5419321) (← links)
- Sparse nonparametric graphical models (Q5965307) (← links)
- A spectral series approach to high-dimensional nonparametric regression (Q5965330) (← links)
- High-dimensional local polynomial regression with variable selection and dimension reduction (Q6089201) (← links)
- Variable Selection Via Thompson Sampling (Q6107208) (← links)
- Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity (Q6137725) (← links)
- High-dimensional local linear regression under sparsity and convex losses (Q6200896) (← links)
