Pages that link to "Item:Q5139028"
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The following pages link to An algorithm for the multivariate group lasso with covariance estimation (Q5139028):
Displaying 6 items.
- High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures (Q2101407) (← links)
- Capturing between-tasks covariance and similarities using multivariate linear mixed models (Q2209832) (← links)
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study (Q2406186) (← links)
- The EAS approach to variable selection for multivariate response data in high-dimensional settings (Q6135077) (← links)
