Pages that link to "Item:Q4468300"
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The following pages link to Regularization of Wavelet Approximations (Q4468300):
Displayed 50 items.
- Sparsity of solutions for variational inverse problems with finite-dimensional data (Q2278144) (← links)
- Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions (Q2293678) (← links)
- Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise (Q2356506) (← links)
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact (Q2357615) (← links)
- Sure screening by ranking the canonical correlations (Q2398078) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- A uniform framework for the combination of penalties in generalized structured models (Q2418291) (← links)
- Adaptive edge-preserving image denoising using wavelet transforms (Q2444593) (← links)
- Variable selection via combined penalization for high-dimensional data analysis (Q2445677) (← links)
- Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding (Q2450940) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- On optimality of Bayesian testimation in the normal means problem (Q2466690) (← links)
- Penalized wavelet monotone regression (Q2467715) (← links)
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068) (← links)
- Edge-preserving wavelet thresholding for image denoising (Q2475370) (← links)
- Variable selection in semiparametric regression modeling (Q2477060) (← links)
- Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean (Q2489793) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Mathematical concepts of multiscale smoothing (Q2568215) (← links)
- Variable selection using MM algorithms (Q2583414) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Multiscale Local Polynomial Models for Estimation and Testing (Q2787367) (← links)
- Energy Minimization Methods (Q2789802) (← links)
- The adaptive BerHu penalty in robust regression (Q2832013) (← links)
- Rank-based group variable selection (Q2832016) (← links)
- A Common Network Architecture Efficiently Implements a Variety of Sparsity-Based Inference Problems (Q2840897) (← links)
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817) (← links)
- Proximal Splitting Methods in Signal Processing (Q2897282) (← links)
- Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (Q2953971) (← links)
- Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection (Q3077759) (← links)
- A penalized estimation for the Cox model with ordinal multinomial covariates (Q3390621) (← links)
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources (Q3391441) (← links)
- Covariate Selection for Linear Errors-in-Variables Regression Models (Q3435986) (← links)
- Reproducing Kernels in Coherent States, Wavelets, and Quantization (Q3462169) (← links)
- On inference for a semiparametric partially linear regression model with serially correlated errors (Q3512631) (← links)
- A fast wavelet approach for recovering damaged images (Q3532732) (← links)
- Multiscale Methods for Data on Graphs and Irregular Multidimensional Situations (Q3551033) (← links)
- Variable Selection in the Cox Regression Model with Covariates Missing at Random (Q3561806) (← links)
- Complexity of penalized likelihood estimation (Q3589973) (← links)
- The Group Lasso for Logistic Regression (Q3631444) (← links)
- An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602) (← links)
- (Q4633050) (← links)
- Minimax wavelet estimation for multisample heteroscedastic nonparametric regression (Q4634451) (← links)
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
- Estimation of Global Temperature Fields from Scattered Observations by a Spherical-Wavelet-Based Spatially Adaptive Method (Q4665841) (← links)
- Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
- $\ell _0$ Minimization for wavelet frame based image restoration (Q4912013) (← links)