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.
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- The first-order necessary conditions for sparsity constrained optimization (Q259127) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates (Q276984) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- \(L_1\)-penalization in functional linear regression with subgaussian design (Q487731) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Additive model selection (Q513754) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- The Dantzig selector and sparsity oracle inequalities (Q605023) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Generalization of constraints for high dimensional regression problems (Q645414) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
- Penalized logspline density estimation using total variation penalty (Q830579) (← links)
- Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
- Sparsity in penalized empirical risk minimization (Q838303) (← links)