Pages that link to "Item:Q5962732"
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The following pages link to Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors (Q5962732):
Displayed 50 items.
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Hybrid safe-strong rules for efficient optimization in Lasso-type problems (Q830584) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- Sparse pathway-based prediction models for high-throughput molecular data (Q1663097) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Estimating a sparse reduction for general regression in high dimensions (Q1702278) (← links)
- High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165) (← links)
- Simultaneous nonparametric regression in RADWT dictionaries (Q1727921) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)
- Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
- High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms (Q2020600) (← links)
- Subspace quadratic regularization method for group sparse multinomial logistic regression (Q2044487) (← links)
- Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors (Q2058906) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Group penalized quantile regression (Q2082458) (← links)
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
- A joint estimation approach to sparse additive ordinary differential equations (Q2172119) (← links)
- Central subspaces review: methods and applications (Q2172454) (← links)
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Nonparametric additive beta regression for fractional response with application to body fat data (Q2329907) (← links)
- Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
- A group VISA algorithm for variable selection (Q2353367) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- Quantile regression with group Lasso for classification (Q2418274) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- PUlasso: High-Dimensional Variable Selection With Presence-Only Data (Q3304856) (← links)
- Coordinate majorization descent algorithm for nonconvex penalized regression (Q3389674) (← links)
- Multivariate functional generalized additive models (Q3390591) (← links)
- (Q4986376) (← links)
- (Q5037987) (← links)
- Modified adaptive group lasso for high-dimensional varying coefficient models (Q5055141) (← links)
- Variable Selection with Multiply-Imputed Datasets: Choosing Between Stacked and Grouped Methods (Q5057238) (← links)
- Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- Adaptive hybrid screening for efficient lasso optimization (Q5086097) (← links)
- Variable Selection for Multiple Function-on-Function Linear Regression (Q5089453) (← links)
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression (Q5107360) (← links)
- Mechanism and a new algorithm for nonconvex clustering (Q5107735) (← links)
- Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
- Modeling Between-Study Heterogeneity for Improved Replicability in Gene Signature Selection and Clinical Prediction (Q5120652) (← links)
- Multi-Armed Angle-Based Direct Learning for Estimating Optimal Individualized Treatment Rules With Various Outcomes (Q5130612) (← links)
- Designing Patient-Specific Optimal Neurostimulation Patterns for Seizure Suppression (Q5157172) (← links)
- Iteratively Reweighted Group Lasso Based on Log-Composite Regularization (Q5161764) (← links)
- Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
- Computation of second-order directional stationary points for group sparse optimization (Q5210743) (← links)