The following pages link to Relaxed Lasso (Q1020826):
Displaying 50 items.
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Improved variable selection with forward-lasso adaptive shrinkage (Q542500) (← links)
- Random lasso (Q542508) (← links)
- Sparse modeling of categorial explanatory variables (Q542985) (← links)
- A Bayesian lasso via reversible-jump MCMC (Q553732) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Component-wisely sparse boosting (Q743775) (← links)
- Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
- High-dimensional variable selection (Q834336) (← links)
- Feature selection in machine learning: an exact penalty approach using a difference of convex function algorithm (Q890292) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Sparse regulatory networks (Q993240) (← links)
- High-dimensional classification using features annealed independence rules (Q1000303) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Editorial: Statistical learning methods including dimensionality reduction (Q1020825) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- Monotone splines Lasso (Q1623607) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics (Q1659496) (← links)
- Feature selection and tumor classification for microarray data using relaxed Lasso and generalized multi-class support vector machine (Q1717062) (← links)
- Sparse kernel learning with LASSO and Bayesian inference algorithm (Q1784554) (← links)
- On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
- Thresholding-based iterative selection procedures for model selection and shrinkage (Q1951984) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Sign-constrained least squares estimation for high-dimensional regression (Q1954143) (← links)
- Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE) (Q2044238) (← links)
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- Smoothly adaptively centered ridge estimator (Q2078549) (← links)
- Penalized robust estimators in sparse logistic regression (Q2084709) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- Clustering, multicollinearity, and singular vectors (Q2143037) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- High-dimensional regression with potential prior information on variable importance (Q2152561) (← links)
- Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
- Prediction error after model search (Q2196193) (← links)
