Pages that link to "Item:Q975564"
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The following pages link to Least angle and \(\ell _{1}\) penalized regression: a review (Q975564):
Displayed 15 items.
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
- Graph optimization for dimensionality reduction with sparsity constraints (Q650966) (← links)
- Spectral likelihood expansions for Bayesian inference (Q729504) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Practical variable selection for generalized additive models (Q901636) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
- Lazy lasso for local regression (Q2512747) (← links)
- Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks (Q3053683) (← links)
- Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity (Q3087590) (← links)
- Sequential Design of Experiment for Sparse Polynomial Chaos Expansions (Q4636350) (← links)
- A variable selection proposal for multiple linear regression analysis (Q5300735) (← links)
- <i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504) (← links)