Pages that link to "Item:Q2642739"
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The following pages link to Piecewise linear regularized solution paths (Q2642739):
Displaying 50 items.
- MM for penalized estimation (Q82924) (← links)
- SVM-Maj: a majorization approach to linear support vector machines with different hinge errors (Q107957) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Quadratic approximation on SCAD penalized estimation (Q452598) (← links)
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification (Q476236) (← links)
- A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization (Q477827) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Penalized B-spline estimator for regression functions using total variation penalty (Q511676) (← links)
- The solution path of the generalized lasso (Q638794) (← links)
- The structured elastic net for quantile regression and support vector classification (Q746191) (← links)
- APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
- Another look at linear programming for feature selection via methods of regularization (Q746339) (← links)
- Sparse regression with output correlation for cardiac ejection fraction estimation (Q781053) (← links)
- Split Bregman method for large scale fused Lasso (Q901530) (← links)
- Gene selection and prediction for cancer classification using support vector machines with a reject option (Q901576) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Financial market forecasting using a two-step kernel learning method for the support vector regression (Q970173) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- The composite absolute penalties family for grouped and hierarchical variable selection (Q1043749) (← links)
- Estimating the dimension of a model (Q1247128) (← links)
- Robust methods for inferring sparse network structures (Q1615086) (← links)
- Moderately clipped Lasso (Q1663146) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- LARS-type algorithm for group Lasso (Q1703818) (← links)
- Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Multi-parametric solution-path algorithm for instance-weighted support vector machines (Q1945116) (← links)
- Dimension reduction and variable selection in case control studies via regularized likelihood optimization (Q1952024) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- Machine learning subsurface flow equations from data (Q2009819) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Robust subset selection (Q2076115) (← links)
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation (Q2087410) (← links)
- LASSO for streaming data with adaptative filtering (Q2104007) (← links)
- Aggregated hold out for sparse linear regression with a robust loss function (Q2136632) (← links)
- Adaptive multi-penalty regularization based on a generalized Lasso path (Q2175012) (← links)
- A regularization path algorithm for support vector ordinal regression (Q2179297) (← links)
- Estimating piecewise monotone signals (Q2180071) (← links)
- Primal path algorithm for compositional data analysis (Q2189589) (← links)
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
- A simple and efficient algorithm for fused lasso signal approximator with convex loss function (Q2259092) (← links)
- An efficient algorithm for structured sparse quantile regression (Q2259790) (← links)
- Post-Pareto analysis and a new algorithm for the optimal parameter tuning of the elastic net (Q2278891) (← links)
