A multivariate adaptive stochastic search method for dimensionality reduction in classification (Q977639): Difference between revisions

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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Least angle regression. (With discussion)
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+High-dimensional classification using features annealed independence rules
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Simulation-based optimization: Parametric optimization techniques and reinforcement learning
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+Asymptotics for Lasso-type estimators.
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+Comparison of deterministic and stochastic approaches to global optimization
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+Bayesian Variable Selection in Linear Regression
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+Variable Inclusion and Shrinkage Algorithms
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+Smoothing by spline functions.
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+Square root penalty: Adaption to the margin in classification and in edge estimation
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+Regularization and Variable Selection Via the Elastic Net
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