Pages that link to "Item:Q5313591"

The following pages link to Regularization and Variable Selection Via the Elastic Net (Q5313591):

Displaying 50 items.

• A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
• Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis (Q97534) (← links)
• Alternating direction method of multipliers for penalized zero-variance discriminant analysis (Q97537) (← links)
• Fast marginal likelihood estimation of penalties for group-adaptive elastic net (Q108783) (← links)
• Distribution-Free Predictive Inference For Regression (Q112972) (← 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)
• Robust boosting for regression problems (Q133956) (← links)
• Complete subset regressions (Q134090) (← links)
• Estimator selection in the Gaussian setting (Q141397) (← links)
• Bayesian variable selection regression for genome-wide association studies and other large-scale problems (Q141819) (← links)
• Estimating treatment effect heterogeneity in randomized program evaluation (Q142565) (← links)
• Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Sparse Principal Component Analysis via Variable Projection (Q150980) (← links)
• An MM Algorithm for Split Feasibility Problems (Q150985) (← links)
• Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
• A conversation with Jerry Friedman (Q254457) (← links)
• On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
• Regularized brain reading with shrinkage and smoothing (Q262378) (← links)
• A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
• Estimation of a delta-contaminated density of a random intensity of Poisson data (Q262693) (← links)
• Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
• A new variable selection approach for varying coefficient models (Q267654) (← links)
• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
• Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
• Model-free sure screening via maximum correlation (Q276978) (← links)
• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
• SpaGrOW -- a derivative-free optimization scheme for intermolecular force field parameters based on sparse grid methods (Q280560) (← links)
• Bayesian manifold regression (Q282481) (← links)
• Sparse principal component analysis with measurement errors (Q282903) (← links)
• Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
• Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction (Q287423) (← links)
• Bayesian regularized regression based on composite quantile method (Q287904) (← links)
• Variable selection and prediction with incomplete high-dimensional data (Q288607) (← links)
• Space-time short- to medium-term wind speed forecasting (Q290340) (← links)
• Statistical consistency of coefficient-based conditional quantile regression (Q290691) (← links)
• Exact post-selection inference, with application to the Lasso (Q292865) (← links)
• Sparse optimal discriminant clustering (Q294233) (← links)
• Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
• Forecasting economic time series using targeted predictors (Q299223) (← links)
• The sparse principal component analysis problem: optimality conditions and algorithms (Q306306) (← links)
• Enhancing the lasso approach for developing a survival prediction model based on gene expression data (Q308770) (← links)
• Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM} (Q311298) (← links)
• A dual method for minimizing a nonsmooth objective over one smooth inequality constraint (Q312667) (← links)
• Demand forecasting with high dimensional data: the case of SKU retail sales forecasting with intra- and inter-category promotional information (Q320919) (← links)
• Latent variable selection in structural equation models (Q321933) (← links)