The following pages link to lars (Q20175):
Displayed 31 items.
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
- Bayesian empirical likelihood for ridge and Lasso regressions (Q2305317) (← links)
- A uniform framework for the combination of penalties in generalized structured models (Q2418291) (← links)
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068) (← links)
- High-dimensional graphs and variable selection with the Lasso (Q2500458) (← links)
- An optimized feature selection technique based on bivariate copulas ``GBCFS'' (Q2687941) (← links)
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816) (← links)
- Applied Predictive Modeling (Q2874155) (← links)
- (Q2959035) (← links)
- Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence (Q2967608) (← links)
- Testing Sparsity-Inducing Penalties (Q3391458) (← links)
- Semiparametric Regression with R (Q4623082) (← links)
- SimSel: a new simulation method for variable selection (Q4912033) (← links)
- Bayesian Networks in R (Q4912929) (← links)
- (Q4969262) (← links)
- A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models (Q5066001) (← links)
- A robust sparse linear approach for contaminated data (Q5082639) (← links)
- Choosing summary statistics by least angle regression for approximate Bayesian computation (Q5138152) (← links)
- An efficient Monte Carlo EM algorithm for Bayesian lasso (Q5219484) (← links)
- Regularization and Variable Selection Via the Elastic Net (Q5313591) (← links)
- Data Analysis Using Hierarchical Generalized Linear Models With R (Q5351717) (← links)
- Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs (Q5379170) (← links)
- (Q5396710) (← links)
- Model Selection and Estimation in Regression with Grouped Variables (Q5434731) (← links)
- For most large underdetermined systems of linear equations the minimal 𝓁<sub>1</sub>‐norm solution is also the sparsest solution (Q5471032) (← links)
- Best-subset model selection based on multitudinal assessments of likelihood improvements (Q5861422) (← links)
- facmodTS (Q5980234) (← links)