Multivariate variable selection by means of null-beamforming (Q2044421): Difference between revisions

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+Covariance regularization by thresholding
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+Multivariate Bayesian Variable Selection and Prediction
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+High-dimensional covariance matrix estimation in approximate factor models
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Random-Effects Models for Longitudinal Data
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure
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+Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
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+Variable selection for high dimensional multivariate outcomes
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+Q4864293
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+Q5744835
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+Source localization with MEG data: A beamforming approach based on covariance thresholding
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+Regularization and Variable Selection Via the Elastic Net
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