Graphical-model based high dimensional generalized linear models (Q2044367): Difference between revisions

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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
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+Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
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+Proximal Splitting Methods in Signal Processing
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+Slicing regression: A link-free regression method
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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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+Sparse inverse covariance estimation with the graphical lasso
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+Data integration with high dimensionality
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+Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+A selective review of group selection in high-dimensional models
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+An Iterative Sparse-Group Lasso
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+Sliced Inverse Regression for Dimension Reduction
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+Graph-based sparse linear discriminant analysis for high-dimensional classification
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+Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
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+Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
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+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+Classification With the Sparse Group Lasso
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+High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
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+Kullback-Leibler aggregation and misspecified generalized linear models
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+Doubly sparse regression incorporating graphical structure among predictors
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+High-dimensional generalized linear models and the lasso
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+Proximal methods for the latent group lasso penalty
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+High-Dimensional Statistics
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+Hierarchical sparse modeling: a choice of two group Lasso formulations
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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+High-dimensional generalized linear models incorporating graphical structure among predictors
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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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