Pages that link to "Item:Q2920259"
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The following pages link to Covariance-Regularized Regression and Classification for high Dimensional Problems (Q2920259):
Displayed 26 items.
- scout (Q23996) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- A method for generating realistic correlation matrices (Q386759) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator (Q485922) (← links)
- Feature selection in omics prediction problems using cat scores and false nondiscovery rate control (Q977653) (← links)
- Transposable regularized covariance models with an application to missing data imputation (Q993250) (← links)
- Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics (Q1659496) (← links)
- Sparse causality network retrieval from short time series (Q1687426) (← links)
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
- Penalized regression combining the \( L_{1}\) norm and a correlation based penalty (Q2253826) (← links)
- Sparse regularized discriminant analysis with application to microarrays (Q2359339) (← links)
- Bayesian shrinkage methods for partially observed data with many predictors (Q2441860) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- A Multilevel Framework for Sparse Optimization with Application to Inverse Covariance Estimation and Logistic Regression (Q2830631) (← links)
- Penalized Classification using Fisher’s Linear Discriminant (Q3107201) (← links)
- A component lasso (Q3463403) (← links)
- Hard thresholding regression (Q4629285) (← links)
- Variable Selection in Nonparametric Classification Via Measurement Error Model Selection Likelihoods (Q4975400) (← links)
- Variable selection of linear programming discriminant estimator (Q4976213) (← links)
- The Dantzig Discriminant Analysis with High Dimensional Data (Q5177600) (← links)
- Replica analysis of overfitting in regression models for time-to-event data (Q5369371) (← links)
- Partitioning predictors in multivariate regression models (Q5962738) (← links)