Pages that link to "Item:Q5434731"

The following pages link to Model Selection and Estimation in Regression with Grouped Variables (Q5434731):

Displaying 50 items.

• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization (Q344922) (← links)
• Stable multi-label boosting for image annotation with structural feature selection (Q351013) (← links)
• A lasso for hierarchical interactions (Q366961) (← links)
• Variable selection for single-index varying-coefficient model (Q372228) (← links)
• The geometry of least squares in the 21st century (Q373539) (← links)
• Variational Bayesian sparse additive matrix factorization (Q374134) (← links)
• Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
• Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
• Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
• Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
• Discussion of ``Correlated variables in regression: clustering and sparse estimation'' (Q394081) (← links)
• Regression with outlier shrinkage (Q394109) (← links)
• Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
• ``Grouping strategies and thresholding for high dimensional linear models'': discussion (Q394554) (← links)
• Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
• Component selection in additive quantile regression models (Q397238) (← links)
• Block coordinate descent algorithms for large-scale sparse multiclass classification (Q399900) (← links)
• A distributed algorithm for fitting generalized additive models (Q402192) (← links)
• Fast first-order methods for composite convex optimization with backtracking (Q404292) (← links)
• Robust classification using \(\ell _{2,1}\)-norm based regression model (Q411933) (← links)
• SpicyMKL: a fast algorithm for multiple kernel learning with thousands of kernels (Q413881) (← links)
• Smoothed state estimates under abrupt changes using sum-of-norms regularization (Q417799) (← links)
• Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
• Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
• Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
• Model selection in linear mixed effect models (Q432304) (← links)
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
• A study of variable selection using \(g\)-prior distribution with ridge parameter (Q434980) (← links)
• An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
• Smoothing proximal gradient method for general structured sparse regression (Q439167) (← links)
• Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
• The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
• Error bounds for \(l^p\)-norm multiple kernel learning with least square loss (Q448851) (← links)
• Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
• Proximal methods for the latent group lasso penalty (Q457209) (← links)
• A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
• On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems (Q457540) (← links)
• Solution path clustering with adaptive concave penalty (Q457964) (← links)
• Scalable anomaly detection in large homogeneous populations (Q458772) (← links)
• A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints (Q461437) (← links)
• Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
• Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms (Q466526) (← links)
• Variable selection in infinite-dimensional problems (Q466987) (← links)
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
• Robust face recognition via block sparse Bayesian learning (Q474521) (← links)
• Nonparametric significance testing and group variable selection (Q476217) (← links)
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)