Pages that link to "Item:Q3459931"
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The following pages link to Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure (Q3459931):
Displayed 28 items.
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
- Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms (Q2029823) (← links)
- Double fused Lasso regularized regression with both matrix and vector valued predictors (Q2044365) (← links)
- Multivariate variable selection by means of null-beamforming (Q2044421) (← links)
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- Learning social networks from text data using covariate information (Q2066718) (← links)
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty (Q2135947) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- Capturing between-tasks covariance and similarities using multivariate linear mixed models (Q2209832) (← links)
- A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (Q2676924) (← links)
- Proximal gradient method with automatic selection of the parameter by automatic differentiation (Q4685565) (← links)
- Sparse Single Index Models for Multivariate Responses (Q5066421) (← links)
- Feature Selection by Canonical Correlation Search in High-Dimensional Multiresponse Models With Complex Group Structures (Q5120660) (← links)
- An algorithm for the multivariate group lasso with covariance estimation (Q5139028) (← links)
- Summaries of three keynote lectures at the SAE – 2018 (Q5879976) (← links)
- Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models (Q5881076) (← links)
- A structured brain‐wide and genome‐wide association study using ADNI PET images (Q6059497) (← links)
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models (Q6073439) (← links)
- High-Dimensional Gaussian Graphical Regression Models with Covariates (Q6077594) (← links)
- Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (Q6104399) (← links)
- Identification of microbial features in multivariate regression under false discovery rate control (Q6113732) (← links)
- The EAS approach to variable selection for multivariate response data in high-dimensional settings (Q6135077) (← links)