Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016): Difference between revisions

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+A new look at the statistical model identification
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+Variable Selection With the Strong Heredity Constraint and Its Oracle Property
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
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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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+Normal rank