Model Selection for High-Dimensional Quadratic Regression via Regularization (Q4962427): Difference between revisions

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+.00049
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+A lasso for hierarchical interactions
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+Extended Bayesian information criteria for model selection with large model spaces
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+Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
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+A Bayesian Variable-Selection Approach for Analyzing Designed Experiments with Complex Aliasing
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+Variable Selection With the Strong Heredity Constraint and Its Oracle Property
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+Least angle regression. (With discussion)
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Innovated interaction screening for high-dimensional nonlinear classification
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+Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
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+Tuning Parameter Selection in High Dimensional Penalized Likelihood
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+Pathwise coordinate optimization
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+Interaction Screening for Ultrahigh-Dimensional Data
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+A Note on High-Dimensional Linear Regression With Interactions
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+Variable selection for general index models via sliced inverse regression
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+Interaction pursuit in high-dimensional multi-response regression via distance correlation
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+Q3998435
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+<i>L</i>           1-Regularization Path Algorithm for Generalized Linear Models
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+Q4864293
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+Coordinate descent algorithms for lasso penalized regression
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+An ordinary differential equation-based solution path algorithm
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+APPLE: approximate path for penalized likelihood estimators
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+Structured variable selection and estimation
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+Nearly unbiased variable selection under minimax concave penalty
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+The composite absolute penalties family for grouped and hierarchical variable selection
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+Q3174050
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+A Generic Path Algorithm for Regularized Statistical Estimation
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+Regularization and Variable Selection Via the Elastic Net
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