The following pages link to sparsenet (Q30963):
Displaying 50 items.
- cmenet (Q32861) (← links)
- (Q107022) (redirect page) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
- Solution path clustering with adaptive concave penalty (Q457964) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- The variational Garrote (Q479478) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- GAITA: a Gauss-Seidel iterative thresholding algorithm for \(\ell_q\) regularized least squares regression (Q515771) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
- Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337) (← links)
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization (Q892230) (← links)
- Accounting for linkage disequilibrium in genome-wide association studies: a penalized regression method (Q897196) (← links)
- Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
- Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
- Sparsest factor analysis for clustering variables: a matrix decomposition approach (Q1630876) (← links)
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879) (← links)
- Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
- Genetic algorithm versus classical methods in sparse index tracking (Q1693854) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- Homotopy continuation approaches for robust SV classification and regression (Q1697922) (← links)
- A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) (← links)
- Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
- A fresh look at effect aliasing and interactions: some new wine in old bottles (Q1744704) (← links)
- Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing (Q1749455) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction (Q2011726) (← links)
- A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems (Q2046332) (← links)
- Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem (Q2072164) (← links)
- New bounds for subset selection from conic relaxations (Q2076815) (← links)
- Mining events with declassified diplomatic documents (Q2078743) (← links)
- Sparse regression at scale: branch-and-bound rooted in first-order optimization (Q2097642) (← links)
- Convex optimization under combinatorial sparsity constraints (Q2102824) (← links)
- Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems (Q2125484) (← links)
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
