Pages that link to "Item:Q2497175"
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The following pages link to Boosting for high-dimensional linear models (Q2497175):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Model-based boosting in R: a hands-on tutorial using the R package mboost (Q110461) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Characterizing \(L_{2}\)Boosting (Q447853) (← links)
- Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
- Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms (Q466526) (← links)
- On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models (Q722722) (← links)
- Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages \textit{CoxBoost} and \textit{mboost} (Q736636) (← links)
- Variable selection in high-dimensional sparse multiresponse linear regression models (Q779699) (← links)
- High-dimensional variable selection (Q834336) (← links)
- Regularization in statistics (Q882931) (← links)
- Boosting kernel-based dimension reduction for jointly propagating spatial variability and parameter uncertainty in long-running flow simulators (Q887633) (← links)
- Boosting additive models using component-wise P-splines (Q961113) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Additive prediction and boosting for functional data (Q961283) (← links)
- Boosting nonlinear additive autoregressive time series (Q961660) (← links)
- Knot selection by boosting techniques (Q1020124) (← links)
- Boosting ridge regression (Q1020707) (← links)
- Robustified \(L_2\) boosting (Q1023674) (← links)
- Simultaneous selection of variables and smoothing parameters in structured additive regression models (Q1023927) (← links)
- On boosting kernel regression (Q1031760) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Using random subspace method for prediction and variable importance assessment in linear regression (Q1621353) (← links)
- Boosting techniques for nonlinear time series models (Q1633230) (← links)
- The expectation-maximization approach for Bayesian quantile regression (Q1659461) (← links)
- Regression with stagewise minimization on risk function (Q1727927) (← links)
- Deformation of log-likelihood loss function for multiclass boosting (Q1784701) (← links)
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications (Q2038304) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Scalar on network regression via boosting (Q2080790) (← links)
- A forward-backward greedy approach for sparse multiscale learning (Q2083098) (← links)
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model (Q2087405) (← links)
- Adaptive step-length selection in gradient boosting for Gaussian location and scale models (Q2095757) (← links)
- AdaBoost and robust one-bit compressed sensing (Q2102435) (← links)
- A review on instance ranking problems in statistical learning (Q2127240) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers (Q2148995) (← links)
- Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
- A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
- Multinomial logit models with implicit variable selection (Q2256779) (← links)
- Regularization method for predicting an ordinal response using longitudinal high-dimensional genomic data (Q2258452) (← links)
- On the differences between \(L_2\) boosting and the Lasso (Q2288790) (← links)
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models (Q2426616) (← links)
- Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models (Q2449910) (← links)
