Pages that link to "Item:Q2426617"
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The following pages link to High-dimensional generalized linear models and the lasso (Q2426617):
Displayed 50 items.
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- SPADES and mixture models (Q988014) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Sparse recovery in convex hulls via entropy penalization (Q1018643) (← links)
- SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
- Elastic-net regularization in learning theory (Q1023403) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Consistency of logistic classifier in abstract Hilbert spaces (Q1711588) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Bayesian model selection for generalized linear models using non-local priors (Q1727917) (← links)
- High dimensional censored quantile regression (Q1747740) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- Regularizers for structured sparsity (Q1949299) (← links)
- Fixed and random effects selection in nonparametric additive mixed models (Q1950841) (← links)
- Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
- PAC-Bayesian estimation and prediction in sparse additive models (Q1951111) (← links)
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
- Dimension reduction and variable selection in case control studies via regularized likelihood optimization (Q1952024) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- Self-concordant analysis for logistic regression (Q1952060) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Sign-constrained least squares estimation for high-dimensional regression (Q1954143) (← links)
- Restricted strong convexity implies weak submodularity (Q1990594) (← links)
- Greedy variance estimation for the LASSO (Q2019914) (← links)
- Graphical-model based high dimensional generalized linear models (Q2044367) (← links)
- A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model (Q2087405) (← links)
- Generalization error bounds of dynamic treatment regimes in penalized regression-based learning (Q2091828) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- On an extension of the promotion time cure model (Q2119242) (← links)
- Adaptive log-density estimation (Q2131904) (← links)
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors (Q2154741) (← links)
- A data-driven line search rule for support recovery in high-dimensional data analysis (Q2157522) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Variable selection for sparse logistic regression (Q2202033) (← links)
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)