Tuning parameter calibration for personalized prediction in medicine (Q2074293): Difference between revisions

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+Statistical significance in high-dimensional linear models
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+Statistics for high-dimensional data. Methods, theory and applications.
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+A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
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+On the prediction performance of the Lasso
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+Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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+How Correlations Influence Lasso Prediction
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Tuning-free ridge estimators for high-dimensional generalized linear models
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+High-dimensional inference for personalized treatment decision
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+Oracle inequalities for high-dimensional prediction
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+Estimation in high-dimensional linear models with deterministic design matrices
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