Pages that link to "Item:Q5123732"
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The following pages link to Comments on «Wavelets in statistics: A review» by A. Antoniadis (Q5123732):
Displayed 45 items.
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- A note on the smoothing quadratic regularization method for non-Lipschitz optimization (Q494677) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) (← links)
- B spline variable selection for the single index models (Q1685210) (← links)
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods (Q1785009) (← links)
- Data analysis in supersaturated designs. (Q1871265) (← links)
- Variable smoothing for weakly convex composite functions (Q2031930) (← links)
- Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
- An inertial proximal partially symmetric ADMM-based algorithm for linearly constrained multi-block nonconvex optimization problems with applications (Q2087522) (← links)
- Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization (Q2089885) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Kurdyka-Łojasiewicz exponent via inf-projection (Q2162122) (← links)
- Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property (Q2231349) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- A residual-based algorithm for solving a class of structured nonsmooth optimization problems (Q2301184) (← links)
- Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
- A method for augmenting supersaturated designs (Q2317252) (← links)
- Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
- Sure screening by ranking the canonical correlations (Q2398078) (← links)
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization (Q2515043) (← links)
- A new sparse variable selection via random-effect model (Q2637604) (← links)
- Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables (Q2666059) (← links)
- A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression (Q2691265) (← links)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602) (← links)
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
- Skills in demand for ICT and statistical occupations: Evidence from web‐based job vacancies (Q4970416) (← links)
- An additive Cox model for coronary heart disease study (Q5035743) (← links)
- Nonconvex flexible sparsity regularization: theory and monotone numerical schemes (Q5077167) (← links)
- Penalized Lq-likelihood estimators and variable selection in linear regression models (Q5095986) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- A real survival analysis application via variable selection methods for Cox's proportional hazards model (Q5123625) (← links)
- Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm (Q5163921) (← links)
- Model selection for logistic regression via association rules analysis (Q5218875) (← links)
- Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction (Q5266366) (← links)
- Penalty Methods for a Class of Non-Lipschitz Optimization Problems (Q5741071) (← links)
- Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)
- Variable selection using the EM and CEM algorithms in mixtures of linear mixed models (Q6050776) (← links)
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
- A decentralized smoothing quadratic regularization algorithm for composite consensus optimization with non-Lipschitz singularities (Q6126602) (← links)
- Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization (Q6151000) (← links)
- (Q6203708) (← links)