Pages that link to "Item:Q4468300"
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The following pages link to Regularization of Wavelet Approximations (Q4468300):
Displayed 50 items.
- Wavelet estimation of partially linear models (Q956986) (← links)
- Cross-validated wavelet shrinkage (Q964663) (← links)
- Iterative estimation algorithms using conjugate function lower bound and minorization-maximization with applications in image denoising (Q966733) (← links)
- Block thresholding wavelet regression using SCAD penalty (Q974520) (← links)
- Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images (Q975156) (← links)
- Wavelet methods in statistics: some recent developments and their applications (Q975559) (← links)
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer (Q977622) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- Statistical M-estimation and consistency in large deformable models for image warping (Q993536) (← links)
- Wavelet estimation by Bayesian thresholding and model selection (Q999035) (← links)
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data (Q1007448) (← links)
- Smooth functions and local extreme values (Q1020189) (← links)
- Support vector machines with adaptive \(L_q\) penalty (Q1020744) (← links)
- A data-driven block thresholding approach to wavelet estimation (Q1020970) (← links)
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608) (← links)
- Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve (Q1623603) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Asymptotic normality of adaptive wavelet thresholding risk estimation (Q1761079) (← links)
- Regression in random design and warped wavelets (Q1763102) (← links)
- Wavelet-based estimation with multiple sampling rates (Q1766122) (← links)
- A new algorithm for fixed design regression and denoising (Q1768095) (← links)
- Minimax estimation with thresholding and its application to wavelet analysis (Q1781153) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Limit theorems for risk estimate in models with non-Gaussian noise (Q1789216) (← links)
- Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- Smoothing and mixed models (Q1887218) (← links)
- Proximal algorithms for multicomponent image recovery problems (Q1932869) (← links)
- Wavelet penalized likelihood estimation in generalized functional models (Q1945061) (← links)
- An efficient algorithm for \(\ell_{0}\) minimization in wavelet frame based image restoration (Q1945380) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- Comparing two samples by penalized logistic regression (Q1951763) (← links)
- Extensions of smoothing via taut strings (Q1951967) (← links)
- Thresholding-based iterative selection procedures for model selection and shrinkage (Q1951984) (← links)
- Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
- Sampling from non-smooth distributions through Langevin diffusion (Q2065460) (← links)
- Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Estimation of nonparametric regression models by wavelets (Q2082048) (← links)
- Penalized wavelet estimation and robust denoising for irregular spaced data (Q2095705) (← links)
- Adaptive log-density estimation (Q2131904) (← links)
- Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
- Robust regression with compositional covariates (Q2242144) (← links)
- Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
- Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)