Pages that link to "Item:Q4468300"
From MaRDI portal
The following pages link to Regularization of Wavelet Approximations (Q4468300):
Displayed 50 items.
- Minimax estimation with thresholding and its application to wavelet analysis (Q1781153) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Limit theorems for risk estimate in models with non-Gaussian noise (Q1789216) (← links)
- Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- Smoothing and mixed models (Q1887218) (← links)
- Proximal algorithms for multicomponent image recovery problems (Q1932869) (← links)
- Wavelet penalized likelihood estimation in generalized functional models (Q1945061) (← links)
- An efficient algorithm for \(\ell_{0}\) minimization in wavelet frame based image restoration (Q1945380) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- Comparing two samples by penalized logistic regression (Q1951763) (← links)
- Extensions of smoothing via taut strings (Q1951967) (← links)
- Thresholding-based iterative selection procedures for model selection and shrinkage (Q1951984) (← links)
- Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
- Sampling from non-smooth distributions through Langevin diffusion (Q2065460) (← links)
- Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Estimation of nonparametric regression models by wavelets (Q2082048) (← links)
- Penalized wavelet estimation and robust denoising for irregular spaced data (Q2095705) (← links)
- Adaptive log-density estimation (Q2131904) (← links)
- Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
- Robust regression with compositional covariates (Q2242144) (← links)
- Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
- Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
- Sparsity of solutions for variational inverse problems with finite-dimensional data (Q2278144) (← links)
- Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions (Q2293678) (← links)
- Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise (Q2356506) (← links)
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact (Q2357615) (← links)
- Sure screening by ranking the canonical correlations (Q2398078) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- A uniform framework for the combination of penalties in generalized structured models (Q2418291) (← links)
- Adaptive edge-preserving image denoising using wavelet transforms (Q2444593) (← links)
- Variable selection via combined penalization for high-dimensional data analysis (Q2445677) (← links)
- Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding (Q2450940) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- On optimality of Bayesian testimation in the normal means problem (Q2466690) (← links)
- Penalized wavelet monotone regression (Q2467715) (← links)
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068) (← links)
- Edge-preserving wavelet thresholding for image denoising (Q2475370) (← links)
- Variable selection in semiparametric regression modeling (Q2477060) (← links)
- Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean (Q2489793) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Mathematical concepts of multiscale smoothing (Q2568215) (← links)
- Variable selection using MM algorithms (Q2583414) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Multiscale Local Polynomial Models for Estimation and Testing (Q2787367) (← links)
- Energy Minimization Methods (Q2789802) (← links)