Penalized methods for bi-level variable selection

From MaRDI portal
Revision as of 04:05, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:123387

DOI10.4310/SII.2009.V2.N3.A10zbMath1245.62034OpenAlexW2120160881WikidataQ33997121 ScholiaQ33997121MaRDI QIDQ123387

Patrick Breheny, Jian Huang, Patrick Breheny, Jian Huang

Publication date: 2009

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2009.v2.n3.a10




Related Items (59)

Group screening for ultra-high-dimensional feature under linear modelCovariate-adjusted inference for differential analysis of high-dimensional networksBayesian bridge regressionGroup regularization for zero-inflated poisson regression models with an application to insurance ratemakingPromote sign consistency in the joint estimation of precision matricesRCV-based error density estimation in the ultrahigh dimensional additive modelGroup variable selection in cardiopulmonary cerebral resuscitation data for veterinary patientsA high-dimensional M-estimator framework for bi-level variable selectionData Integration with Oracle Use of External Information from Heterogeneous PopulationsModel Selection for Cox Models with Time-Varying CoefficientsObjective Bayesian group variable selection for linear modelBayesian group bridge for bi-level variable selectionBayesian sparse reduced rank multivariate regressionRobust groupwise least angle regressionA random-effect model approach for group variable selectionSparse group lasso for multiclass functional logistic regression modelsBi-level variable selection in semiparametric transformation models with right-censored dataA doubly sparse approach for group variable selectionModel determination and estimation for the growth curve model via group SCAD penaltyBayesian group selection in logistic regression with application to MRI data analysisAdaptive bi-level variable selection for multivariate failure time model with a diverging number of covariatesEfficient nonconvex sparse group feature selection via continuous and discrete optimizationBi-level variable selection in semiparametric transformation mixture cure models for right-censored dataRobust Bayesian Variable Selection for Gene–Environment InteractionsA primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regressionVariable Selection in the Presence of Factors: A Model Selection PerspectiveUnnamed ItemBi-level feature selection in high dimensional AFT models with applications to a genomic studyPenalized estimation of a class of single‐index varying‐coefficient models for integrative genomic analysisModel selection for inferring Gaussian graphical modelsA group adaptive elastic-net approach for variable selection in high-dimensional linear regressionHierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimationUnnamed ItemSimultaneous nonparametric regression in RADWT dictionariesConsistent group selection with Bayesian high dimensional modelingFixed and Random Effects Selection in Mixed Effects ModelsAdditive model selectionIntegrative Analysis of Cancer Diagnosis Studies with Composite PenalizationThe group exponential lasso for bi-level variable selectionRegularized joint estimation of related vector autoregressive modelsVariable selection in partially linear additive hazards model with grouped covariates and a diverging number of parametersAsymptotic properties of concave \(L_1\)-norm group penaltiesA selective review of group selection in high-dimensional modelsAn Automated Approach Towards Sparse Single-Equation Cointegration ModellingBridge Estimation for Linear Regression Models with Mixing PropertiesGrouped variable screening for ultra-high dimensional data for linear modelAdaptive group bridge selection in the semiparametric accelerated failure time modelBi-selection in the high-dimensional additive hazards regression modelPenalized estimation in additive varying coefficient models using grouped regularizationGroup variable selection in the Andersen-Gill model for recurrent event dataBi-level variable selection via adaptive sparse group LassogrpregGrouped feature screening for ultra-high dimensional data for the classification modelBIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With ApplicationsWavelet-based robust estimation and variable selection in nonparametric additive modelscmenet: A New Method for Bi-Level Variable Selection of Conditional Main EffectsVCSEL: prioritizing SNP-set by penalized variance component selectionHigh-dimensional generalized linear models incorporating graphical structure among predictorsOracle Efficient Estimation of Structural Breaks in Cointegrating Regressions


Uses Software






This page was built for publication: Penalized methods for bi-level variable selection