Pages that link to "Item:Q1951765"
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The following pages link to On the asymptotic properties of the group lasso estimator for linear models (Q1951765):
Displayed 44 items.
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- A partially linear framework for massive heterogeneous data (Q309709) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals (Q741817) (← links)
- The benefit of group sparsity (Q987996) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Theoretical properties of the overlapping groups Lasso (Q1950815) (← links)
- Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
- Broken adaptive ridge regression for right-censored survival data (Q2075449) (← links)
- Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports (Q2086244) (← links)
- Posterior contraction in group sparse logit models for categorical responses (Q2123271) (← links)
- Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Bridge regression: adaptivity and group selection (Q2276183) (← links)
- AIC for the group Lasso in generalized linear models (Q2303501) (← links)
- Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
- High-dimensional generalized linear models incorporating graphical structure among predictors (Q2326055) (← links)
- Optimization problems involving group sparsity terms (Q2330642) (← links)
- A group VISA algorithm for variable selection (Q2353367) (← links)
- Globally sparse and locally dense signal recovery for compressed sensing (Q2410784) (← links)
- Adaptive group Lasso selection in quantile models (Q2633421) (← links)
- Variable selection based on squared derivative averages (Q2664212) (← links)
- Envelope-based sparse reduced-rank regression for multivariate linear model (Q2692933) (← links)
- A Compressive Sensing Based Analysis of Anomalies in Generalized Linear Models (Q2792266) (← links)
- Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
- Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients (Q3168268) (← links)
- Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies (Q3465248) (← links)
- Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study (Q3465722) (← links)
- A selective review of group selection in high-dimensional models (Q5965305) (← links)
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
- Grouped variable selection with discrete optimization: computational and statistical perspectives (Q6046300) (← links)
- Joint association and classification analysis of multi‐view data (Q6055711) (← links)
- A penalized two-pass regression to predict stock returns with time-varying risk premia (Q6090588) (← links)
- Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data (Q6110723) (← links)
- A sparse additive model for high-dimensional interactions with an exposure variable (Q6111496) (← links)
- Tuning parameter selection for penalized estimation via \(R^2\) (Q6115527) (← links)
- Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)
- Multi-Task Learning with High-Dimensional Noisy Images (Q6154021) (← links)