The following pages link to sparsenet (Q30963):
Displaying 50 items.
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
- Computing the degrees of freedom of rank-regularized estimators and cousins (Q2180064) (← links)
- Parametrized quasi-soft thresholding operator for compressed sensing and matrix completion (Q2185044) (← links)
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks (Q2185659) (← links)
- Large-scale regression with non-convex loss and penalty (Q2192647) (← links)
- Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)
- Worst-case complexity of cyclic coordinate descent: \(O(n^2)\) gap with randomized version (Q2220668) (← links)
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons (Q2225312) (← links)
- A discussion on practical considerations with sparse regression methodologies (Q2225315) (← links)
- Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
- ROS regression: integrating regularization with optimal scaling regression (Q2292391) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Regularization methods for high-dimensional sparse control function models (Q2301081) (← links)
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
- Marginalized Lasso in sparse regression (Q2325317) (← links)
- Novel harmonic regularization approach for variable selection in Cox's proportional hazards model (Q2330191) (← links)
- Coordinate descent algorithms (Q2349114) (← links)
- Dimension-reduced clustering of functional data via subspace separation (Q2403303) (← links)
- AIC for the non-concave penalized likelihood method (Q2414941) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Block Coordinate Descent Methods for Semidefinite Programming (Q2802537) (← links)
- OR Forum—An Algorithmic Approach to Linear Regression (Q2806052) (← links)
- (Q2810782) (← links)
- Testing Sparsity-Inducing Penalties (Q3391458) (← links)
- (Q4558147) (← links)
- On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization (Q4558510) (← links)
- False Discovery Rate Smoothing (Q4559697) (← links)
- The Spike-and-Slab LASSO (Q4690970) (← links)
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions (Q4960646) (← links)
- (Q4998944) (← links)
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO (Q4999164) (← links)
- A non-convex regularization approach for stable estimation of loss development factors (Q5014498) (← links)
- Improving Lasso for model selection and prediction (Q5043783) (← links)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
- Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set (Q5084430) (← links)
- Bayesian bridge quantile regression (Q5086198) (← links)
- Confidence Intervals for Sparse Penalized Regression With Random Designs (Q5130623) (← links)
- Independently Interpretable Lasso for Generalized Linear Models (Q5131139) (← links)
- An unbiased approach to compressed sensing (Q5132273) (← links)
- Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms (Q5144778) (← links)
- (Q5159402) (← links)
- <b><tt>cmenet</tt></b>: A New Method for Bi-Level Variable Selection of Conditional Main Effects (Q5231511) (← links)
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity (Q5348469) (← links)
- Prediction risk for the horseshoe regression (Q5381133) (← links)
- Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima (Q5502126) (← links)
- (Q5744839) (← links)
- A generic coordinate descent solver for non-smooth convex optimisation (Q5865339) (← links)
- Achieving the oracle property of OEM with nonconvex penalties (Q5880161) (← links)
- A selective review of group selection in high-dimensional models (Q5965305) (← links)
- A general theory of concave regularization for high-dimensional sparse estimation problems (Q5965310) (← links)
