Pages that link to "Item:Q1879940"
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The following pages link to Least angle regression. (With discussion) (Q1879940):
Displaying 50 items.
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075) (← links)
- BART: Bayesian additive regression trees (Q65651) (← links)
- Delete or merge regressors for linear model selection (Q78545) (← links)
- MM for penalized estimation (Q82924) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis (Q97534) (← links)
- Model-based boosting in R: a hands-on tutorial using the R package mboost (Q110461) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm (Q118561) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- Simple measures of uncertainty for model selection (Q127484) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems (Q141819) (← links)
- Estimating treatment effect heterogeneity in randomized program evaluation (Q142565) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Sparse Principal Component Analysis via Variable Projection (Q150980) (← links)
- Sparse Sliced Inverse Regression Via Lasso (Q152378) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Self-regularized causal structure discovery for trajectory-based networks (Q252712) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- On various confidence intervals post-model-selection (Q254446) (← links)
- A conversation with Jerry Friedman (Q254457) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Robust variable selection with application to quality of life research (Q261561) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Causality analysis of futures sugar prices in Zhengzhou based on graphical models for multivariate time series (Q272810) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- Familywise error rate control via knockoffs (Q276230) (← links)
- Inference in adaptive regression via the Kac-Rice formula (Q282472) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Sparse principal component analysis with measurement errors (Q282903) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Variable selection and prediction with incomplete high-dimensional data (Q288607) (← links)
- Space-time short- to medium-term wind speed forecasting (Q290340) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- A proximal method for composite minimization (Q304260) (← links)
