Pages that link to "Item:Q975564"

The following pages link to Least angle and \(\ell _{1}\) penalized regression: a review (Q975564):

Displaying 27 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
• Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
• Graph optimization for dimensionality reduction with sparsity constraints (Q650966) (← links)
• Spectral likelihood expansions for Bayesian inference (Q729504) (← links)
• Variable selection using penalized empirical likelihood (Q763671) (← links)
• Practical variable selection for generalized additive models (Q901636) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
• Variable selection for spatial Poisson point processes via a regularization method (Q1731184) (← links)
• Logistic regression with weight grouping priors (Q1800101) (← links)
• Additive monotone regression in high and lower dimensions (Q2002524) (← links)
• Sparse principal component analysis via fractional function regularity (Q2007153) (← links)
• Machine learning subsurface flow equations from data (Q2009819) (← links)
• A generalized multi-fidelity simulation method using sparse polynomial chaos expansion (Q2033075) (← links)
• Survival analysis of DNA mutation motifs with penalized proportional hazards (Q2318685) (← links)
• Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
• Lazy lasso for local regression (Q2512747) (← links)
• A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems (Q2672767) (← links)
• Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks (Q3053683) (← links)
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity (Q3087590) (← links)
• Influence Diagnostics for High-Dimensional Lasso Regression (Q3391208) (← links)
• Efficient least angle regression for identification of linear-in-the-parameters models (Q4647134) (← links)
• Least Angle Regression and LASSO for Large Datasets (Q4969628) (← links)
• Model selection for hybrid dynamical systems via sparse regression (Q4973922) (← links)
• <i>L</i>₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504) (← links)