Pages that link to "Item:Q58075"

The following pages link to Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075):

Displaying 50 items.

• Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
• Outlier detection under a covariate-adjusted exponential regression model with censored data (Q2032196) (← links)
• A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
• The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
• High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
• An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems (Q2046332) (← links)
• Gauss-Seidel method with oblique direction (Q2063282) (← links)
• Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
• Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
• Broken adaptive ridge regression for right-censored survival data (Q2075449) (← links)
• Fast feature selection via streamwise procedure for massive data (Q2077451) (← links)
• Smoothly adaptively centered ridge estimator (Q2078549) (← links)
• Group penalized quantile regression (Q2082458) (← links)
• On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization (Q2089862) (← links)
• High-dimensional linear regression with hard thresholding regularization: theory and algorithm (Q2097492) (← links)
• Visualization and assessment of model selection uncertainty (Q2101381) (← links)
• Selection of mixed copula for association modeling with tied observations (Q2111315) (← links)
• A two-step randomized Gauss-Seidel method for solving large-scale linear least squares problems (Q2127524) (← links)
• \(\ell_0\)-regularized high-dimensional accelerated failure time model (Q2129574) (← links)
• A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
• GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
• Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States (Q2147790) (← links)
• Graph regularized nonnegative matrix factorization for temporal link prediction in dynamic networks (Q2150190) (← links)
• Bias versus non-convexity in compressed sensing (Q2155168) (← links)
• A data-driven line search rule for support recovery in high-dimensional data analysis (Q2157522) (← links)
• Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
• Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
• Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model (Q2194752) (← links)
• Sparse regression: scalable algorithms and empirical performance (Q2225311) (← links)
• A discussion on practical considerations with sparse regression methodologies (Q2225315) (← links)
• Variable selection in the Box-Cox power transformation model (Q2242871) (← links)
• Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide (Q2245146) (← links)
• On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics (Q2275329) (← links)
• High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking (Q2302521) (← links)
• Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
• Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
• Marginalized Lasso in sparse regression (Q2325317) (← links)
• Linear hypothesis testing for high dimensional generalized linear models (Q2328055) (← links)
• Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
• Stable prediction in high-dimensional linear models (Q2361487) (← links)
• Penalized variable selection in competing risks regression (Q2364037) (← links)
• A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs (Q2414430) (← links)
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
• Coordinate descent algorithms for lasso penalized regression (Q2482976) (← links)
• Endogeneity in high dimensions (Q2510821) (← links)
• A note on the one-step estimator for ultrahigh dimensionality (Q2511184) (← links)
• Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
• A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression (Q2691265) (← links)
• High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
• Robust Coordinate Descent Algorithm Robust Solution Path for High-dimensional Sparse Regression Modeling (Q2809588) (← links)