Pages that link to "Item:Q5965310"
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The following pages link to A general theory of concave regularization for high-dimensional sparse estimation problems (Q5965310):
Displaying 50 items.
- On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics (Q2275329) (← links)
- Sorted concave penalized regression (Q2284364) (← links)
- Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
- Majorized proximal alternating imputation for regularized rank constrained matrix completion (Q2297134) (← links)
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
- Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- OR Forum—An Algorithmic Approach to Linear Regression (Q2806052) (← links)
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (Q3391213) (← links)
- (Q4558147) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- The Spike-and-Slab LASSO (Q4690970) (← links)
- A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates (Q4975623) (← links)
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO (Q4999164) (← links)
- REMI: REGRESSION WITH MARGINAL INFORMATION AND ITS APPLICATION IN GENOME-WIDE ASSOCIATION STUDIES (Q5037800) (← links)
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
- Bayesian Estimation of Gaussian Conditional Random Fields (Q5037819) (← links)
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
- Hard Thresholding Regularised Logistic Regression: Theory and Algorithms (Q5061727) (← links)
- Nonlinear Variable Selection via Deep Neural Networks (Q5066407) (← links)
- In defense of LASSO (Q5081041) (← links)
- An unbiased approach to compressed sensing (Q5132273) (← links)
- Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers (Q5134494) (← links)
- Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms (Q5144778) (← links)
- A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
- Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm (Q5163921) (← links)
- High-dimensional linear model selection motivated by multiple testing (Q5213362) (← links)
- Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization (Q5242931) (← links)
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)
- A review of distributed statistical inference (Q5880109) (← links)
- On the finite-sample analysis of \(\Theta\)-estimators (Q5890849) (← links)
- On the finite-sample analysis of \(\Theta\)-estimators (Q5899659) (← links)
- Introduction to the special issue on sparsity and regularization methods (Q5965302) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization (Q6046310) (← links)
- Simultaneous feature selection and outlier detection with optimality guarantees (Q6055709) (← links)
- <i>L</i> <sub>0</sub> -regularization for high-dimensional regression with corrupted data (Q6082450) (← links)
- Sparse and robust estimation with ridge minimax concave penalty (Q6092060) (← links)
- Adaptive bridge estimator for Cox model with a diverging number of parameters (Q6106194) (← links)
- A convex-Nonconvex strategy for grouped variable selection (Q6144411) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis (Q6154026) (← links)
- Communication-efficient distributed estimation for high-dimensional large-scale linear regression (Q6159681) (← links)
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)
- Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates (Q6190704) (← links)