Pages that link to "Item:Q117370"
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The following pages link to A unified approach to model selection and sparse recovery using regularized least squares (Q117370):
Displaying 50 items.
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
- A generative approach to modeling data with quantitative and qualitative responses (Q2140852) (← links)
- Variable selection for case-cohort studies with informatively interval-censored outcomes (Q2143007) (← links)
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
- The springback penalty for robust signal recovery (Q2168687) (← links)
- Estimation and variable selection for partial functional linear regression (Q2176333) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks (Q2185659) (← links)
- Sparse signal reconstruction via the approximations of \(\ell_0\) quasinorm (Q2190319) (← links)
- Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
- A class of null space conditions for sparse recovery via nonconvex, non-separable minimizations (Q2211058) (← links)
- Variable selection techniques after multiple imputation in high-dimensional data (Q2220289) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- Innovated interaction screening for high-dimensional nonlinear classification (Q2352740) (← links)
- Adaptive robust variable selection (Q2448733) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- The fused Kolmogorov filter: a nonparametric model-free screening method (Q2515487) (← links)
- A novel regularization based on the error function for sparse recovery (Q2660696) (← links)
- Numerical analysis of non-local calculus on finite weighted graphs, with application to reduced-order modeling of dynamical systems (Q2679320) (← links)
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817) (← links)
- Bridge Estimators in the Partially Linear Model with High Dimensionality (Q2892634) (← links)
- Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation (Q2927635) (← links)
- Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients (Q3168268) (← links)
- Feature selection in finite mixture of sparse normal linear models in high-dimensional feature space (Q3303656) (← links)
- Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression (Q3304848) (← links)
- Variable selection in partial linear regression with functional covariate (Q3462158) (← links)
- Confounder selection via penalized credible regions (Q3465362) (← links)
- Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study (Q3465722) (← links)
- Adaptive Lasso for generalized linear models with a diverging number of parameters (Q4605261) (← links)
- (Q4633050) (← links)
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
- Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (Q4904737) (← links)
- High-Dimensional Sparse Additive Hazards Regression (Q4916944) (← links)
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)
- (Q5004055) (← links)
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes (Q5037796) (← links)
- Variable Selection of Interval-Censored Failure Time Data (Q5050428) (← links)
- A scalable quasi-Newton estimation algorithm for dynamic generalised linear models (Q5051332) (← links)
- A General Framework of Rotational Sparse Approximation in Uncertainty Quantification (Q5052909) (← links)
- <i>L</i><sub>0</sub>-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
- Minimizing L <sub>1</sub> over L <sub>2</sub> norms on the gradient (Q5076010) (← links)
- Adaptive elastic net-penalized quantile regression for variable selection (Q5077881) (← links)
- Regularized robust estimation in binary regression models (Q5085631) (← links)
- Stable Image Reconstruction Using Transformed Total Variation Minimization (Q5094633) (← links)
- A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
