Pages that link to "Item:Q3459931"

The following pages link to Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure (Q3459931):

Displaying 38 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)
• 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)
• A Bayesian approach for partial Gaussian graphical models with sparsity (Q6122031) (← links)
• The EAS approach to variable selection for multivariate response data in high-dimensional settings (Q6135077) (← links)
• A Bayesian group selection with compositional responses for analysis of radiologic tumor proportions and their genomic determinants (Q6138618) (← links)
• A general framework for penalized mixed-effects multitask learning with applications on DNA methylation surrogate biomarkers creation (Q6138641) (← links)
• Non-convex penalized multitask regression using data depth-based penalties (Q6541446) (← links)
• On the Use of Minimum Penalties in Statistical Learning (Q6552530) (← links)
• Smoothing composite proximal gradient algorithm for sparse group Lasso problems with nonsmooth loss functions (Q6584749) (← links)
• A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)
• Subspace Newton method for sparse group \(\ell_0\) optimization problem (Q6607024) (← links)
• Doubly structured sparsity for grouped multivariate responses with application to functional outcome score modeling (Q6625800) (← links)
• Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)
• Fused mean structure learning in data integration with dependence (Q6632394) (← links)