The use of random-effect models for high-dimensional variable selection problems (Q1659014): Difference between revisions

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+Discussion: One-step sparse estimates in nonconcave penalized likelihood models
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+Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
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+Are a set of microarrays independent of each other?
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+Least angle regression. (With discussion)
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+Data Analysis Using Stein's Estimator and its Generalizations
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Sure independence screening in generalized linear models with NP-dimensionality
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+Tuning Parameter Selection in High Dimensional Penalized Likelihood
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+Pathwise coordinate optimization
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+Variable selection using MM algorithms
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Large sample properties of the smoothly clipped absolute deviation penalized maximum likelihood estimation on high dimensions
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+Sparse canonical covariance analysis for high-throughput data
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+Q4715592
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+Double Hierarchical Generalized Linear Models (With Discussion)
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+Generalized Linear Models with Random Effects
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+Q3431917
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+Decoding the h-likelihood
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+<i>L</i>           1-Regularization Path Algorithm for Generalized Linear Models
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+Variable Inclusion and Shrinkage Algorithms
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+Grouping Pursuit Through a Regularization Solution Surface
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+Likelihood-Based Selection and Sharp Parameter Estimation
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+Q4864293
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+Sparsity and Smoothness Via the Fused Lasso
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+Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
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+Model Selection and Estimation in Regression with Grouped Variables
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+The Concave-Convex Procedure
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+Nearly unbiased variable selection under minimax concave penalty
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+Classification of gene microarrays by penalized logistic regression
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+One-step sparse estimates in nonconcave penalized likelihood models
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+On the adaptive elastic net with a diverging number of parameters
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