Model-Based Clustering of High-Dimensional Longitudinal Data via Regularization (Q6079763): Difference between revisions

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+Classification of longitudinal data through a semiparametric mixed‐effects model based on lasso‐type estimators
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+Regularized estimation of large covariance matrices
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+Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models
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+Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+KmL: k-means for longitudinal data
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+A selective review of group selection in high-dimensional models
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+Clustering for multivariate continuous and discrete longitudinal data
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+Doubly regularized estimation and selection in linear mixed-effects models for high-dimensional longitudinal data
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+Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
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+Model‐based clustering of longitudinal data
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+The Group Lasso for Logistic Regression
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+Model selection in linear mixed models
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+Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization
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+A coordinate gradient descent method for nonsmooth separable minimization
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Coordinate descent algorithms for lasso penalized regression
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+Nearly unbiased variable selection under minimax concave penalty
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+The Adaptive Lasso and Its Oracle Properties
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