Pages that link to "Item:Q117370"
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The following pages link to A unified approach to model selection and sparse recovery using regularized least squares (Q117370):
Displaying 50 items.
- GGMncv (Q53434) (← links)
- Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Relationship between the optimal solutions of least squares regularized with \(\ell_{0}\)-norm and constrained by \(k\)-sparsity (Q285544) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- Solve exactly an under determined linear system by minimizing least squares regularized with an \(\ell_0\) penalty (Q650854) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- Sparse estimation in functional linear regression (Q764470) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Functional additive regression (Q888512) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
- High-dimensional \(A\)-learning for optimal dynamic treatment regimes (Q1650064) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- Efficient Bayesian regularization for graphical model selection (Q1738143) (← links)
- Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing (Q1749455) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Robust variable selection for finite mixture regression models (Q1753969) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Variable selection in linear mixed effects models (Q1940766) (← links)
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters (Q1945499) (← links)
- Bridge estimation for generalized linear models with a diverging number of parameters (Q1957148) (← links)
- Analysis of the ratio of \(\ell_1\) and \(\ell_2\) norms in compressed sensing (Q1979938) (← links)
- A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
- Elastic net penalized quantile regression model (Q2020507) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
- Correntropy-based metric for robust twin support vector machine (Q2054026) (← links)
