Pages that link to "Item:Q117379"
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The following pages link to Nearly unbiased variable selection under minimax concave penalty (Q117379):
Displaying 50 items.
- sparsenet (Q30963) (← links)
- GGMncv (Q53434) (← links)
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075) (← links)
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- MM for penalized estimation (Q82924) (← links)
- Integrative sparse principal component analysis (Q117095) (← links)
- The group exponential lasso for bi-level variable selection (Q123390) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- An alternating direction method with continuation for nonconvex low rank minimization (Q257130) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction (Q287423) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- A proximal method for composite minimization (Q304260) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Multiple testing of local maxima for detection of peaks in 1D (Q450000) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- Solution path clustering with adaptive concave penalty (Q457964) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
