The following pages link to (Q4363994):
Displayed 15 items.
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- Regularized partial and/or constrained redundancy analysis (Q998840) (← links)
- Convex multi-task feature learning (Q1009294) (← links)
- Flexible latent variable models for multi-task learning (Q1009298) (← links)
- Inductive transfer with context-sensitive neural networks (Q1009305) (← links)
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing (Q1010462) (← links)
- Input selection and shrinkage in multiresponse linear regression (Q1020828) (← links)
- Regularized simultaneous model selection in multiple quantiles regression (Q1023905) (← links)
- On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532) (← links)
- Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
- A faster algorithm for ridge regression of reduced rank data (Q1608900) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- Tree-based multivariate regression and density estimation with right-censored data (Q1876993) (← links)
- Selecting likelihood weights by cross-validation (Q2388343) (← links)
- Bayes Model Averaging with Selection of Regressors (Q4665897) (← links)