Pages that link to "Item:Q5450461"
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The following pages link to Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR (Q5450461):
Displayed 17 items.
- OSCAR (Q15560) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Shrinkage and variable selection by polytopes (Q643373) (← links)
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Sparse regression with exact clustering (Q1952092) (← links)
- Network‐Based Penalized Regression With Application to Genomic Data (Q2861942) (← links)
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
- Biclustering via Sparse Singular Value Decomposition (Q3076038) (← links)
- Incorporating Predictor Network in Penalized Regression with Application to Microarray Data (Q3576923) (← links)
- Simultaneous Factor Selection and Collapsing Levels in ANOVA (Q3623754) (← links)
- Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (Q4904737) (← links)
- Group variable selection for data with dependent structures (Q4913930) (← links)
- Factor Selection and Structural Identification in the Interaction ANOVA Model (Q4919562) (← links)
- Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph (Q5327299) (← links)
- An overview of techniques for linking high‐dimensional molecular data to time‐to‐event endpoints by risk prediction models (Q5391149) (← links)
- On the grouped selection and model complexity of the adaptive elastic net (Q5917858) (← links)
- On the grouped selection and model complexity of the adaptive elastic net (Q5970617) (← links)