Sparse regression with exact clustering (Q1952092): Difference between revisions

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+On the approximability of minimizing nonzero variables or unsatisfied relations in linear systems
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+Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
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+Construction of fixed points of nonlinear mappings in Hilbert space
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+Sparsity oracle inequalities for the Lasso
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
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+Finding predictive gene groups from microarray data
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+On the Mann Iterative Process
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+Least angle regression. (With discussion)
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+Asymptotics for Lasso-type estimators.
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+Mean Value Methods in Iteration
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+A Note on the Finite Time Behavior of Simulated Annealing
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+Weak convergence of the sequence of successive approximations for nonexpansive mappings
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+Sparse regression with exact clustering
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+Thresholding-based iterative selection procedures for model selection and shrinkage
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+Sparsity and Smoothness Via the Fused Lasso
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+An ergodic <i>L</i><sup>2</sup>-theorem for simulated annealing in bayesian image reconstruction
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+Coordinate descent algorithms for lasso penalized regression
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+Model Selection and Estimation in Regression with Grouped Variables
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+The sparsity and bias of the LASSO selection in high-dimensional linear 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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+Publication:1952092