Pages that link to "Item:Q3069866"
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The following pages link to Variable Inclusion and Shrinkage Algorithms (Q3069866):
Displayed 20 items.
- Improved variable selection with forward-lasso adaptive shrinkage (Q542500) (← links)
- Random lasso (Q542508) (← links)
- Functional linear regression that's interpretable (Q834333) (← links)
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation (Q892458) (← links)
- A multivariate adaptive stochastic search method for dimensionality reduction in classification (Q977639) (← links)
- Sparse regulatory networks (Q993240) (← links)
- The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Sparse principal component analysis via fractional function regularity (Q2007153) (← links)
- High dimensional single index models (Q2350065) (← links)
- A group VISA algorithm for variable selection (Q2353367) (← links)
- Interpretable dimension reduction for classifying functional data (Q2359481) (← links)
- An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516) (← links)
- A new sparse variable selection via random-effect model (Q2637604) (← links)
- Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification (Q3076039) (← links)
- Nonsparse Learning with Latent Variables (Q4994162) (← links)
- Bayesian reciprocal LASSO quantile regression (Q5055140) (← links)
- <i>L</i><sub>0</sub>-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
- RandGA: injecting randomness into parallel genetic algorithm for variable selection (Q5130182) (← links)
- Stochastic correlation coefficient ensembles for variable selection (Q5138660) (← links)