The following pages link to Adaptive Model Selection (Q4468378):
Displayed 50 items.
- Combining models in longitudinal data analysis (Q421419) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
- Model selection for two-sample problems with right-censored data: an application of Cox model (Q630944) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Component selection and smoothing in multivariate nonparametric regression (Q869970) (← links)
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
- ``Preconditioning'' for feature selection and regression in high-dimensional problems (Q939656) (← links)
- Image denoising via solution paths (Q970161) (← links)
- Regularized finite mixture models for probability trajectories (Q998834) (← links)
- A simple forward selection procedure based on false discovery rate control (Q1018611) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- A relative error-based approach for variable selection (Q1659002) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- Resampling-based information criteria for best-subset regression (Q1925995) (← links)
- Fixed and random effects selection in nonparametric additive mixed models (Q1950841) (← links)
- Selection of model selection criteria for multivariate ridge regression (Q1952458) (← links)
- On the degrees of freedom of mixed matrix regression (Q1993055) (← links)
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
- Prediction error after model search (Q2196193) (← links)
- Local behavior of sparse analysis regularization: applications to risk estimation (Q2252165) (← links)
- Infinite Dirichlet mixture models learning via expectation propagation (Q2256784) (← links)
- Model-based clustering with sparse covariance matrices (Q2329799) (← links)
- Smoothed rank correlation of the linear transformation regression model (Q2359515) (← links)
- SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods (Q2445750) (← links)
- On the ``degrees of freedom'' of the lasso (Q2466686) (← links)
- Towards data driven selection of a penalty function for data driven Neyman tests (Q2497949) (← links)
- Nonparametric maximum likelihood approach to multiple change-point problems (Q2510824) (← links)
- On generalized degrees of freedom with application in linear mixed models selection (Q2631358) (← links)
- Geometrically designed variable knot splines in generalized (non-)linear models (Q2673954) (← links)
- Low Complexity Regularization of Linear Inverse Problems (Q2799919) (← links)
- Laplace Error Penalty-based Variable Selection in High Dimension (Q2949868) (← links)
- Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation” (Q3304842) (← links)
- Bayesian selection of multiresponse nonlinear regression model (Q3396469) (← links)
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data (Q3506488) (← links)
- An Adaptive Method of Variable Selection in Regression (Q3527747) (← links)
- DASSO: Connections Between the Dantzig Selector and Lasso (Q3551034) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- Likelihood-Based Selection and Sharp Parameter Estimation (Q4916454) (← links)
- Estimator of prediction error based on approximate message passing for penalized linear regression (Q4964647) (← links)
- Model selection procedure for high‐dimensional data (Q4969736) (← links)
- Adaptive order selection for autoregressive models (Q5219452) (← links)
- CLEAR: Covariant LEAst-Square Refitting with Applications to Image Restoration (Q5266374) (← links)
- Model-Free Variable Selection (Q5313590) (← links)
- Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph (Q5327299) (← links)