Pages that link to "Item:Q1952223"

The following pages link to The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223):

Displaying 29 items.

• The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
• Properties and iterative methods for the lasso and its variants (Q741471) (← links)
• Convex relaxations of penalties for sparse correlated variables with bounded total variation (Q747277) (← links)
• A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) (← links)
• Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
• Adaptive function-on-scalar regression with a smoothing elastic net (Q2048111) (← links)
• Free disposal hull condition to verify when efficiency coincides with weak efficiency (Q2073052) (← links)
• Smoothly adaptively centered ridge estimator (Q2078549) (← links)
• Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems (Q2125484) (← links)
• Nonparametric estimation of the random coefficients model: an elastic net approach (Q2155297) (← links)
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison (Q2259726) (← links)
• Perspective maximum likelihood-type estimation via proximal decomposition (Q2286365) (← links)
• Innovated interaction screening for high-dimensional nonlinear classification (Q2352740) (← links)
• An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516) (← links)
• Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
• Submodular functions: from discrete to continuous domains (Q2414912) (← links)
• Topology of Pareto Sets of Strongly Convex Problems (Q4971019) (← links)
• (Q4998944) (← links)
• Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs (Q5027037) (← links)
• A strongly secure identity-based authenticated group key exchange protocol (Q5046475) (← links)
• Structured sparse support vector machine with ordered features (Q5073382) (← links)
• A unified class of penalties with the capability of producing a differentiable alternative to <i>l</i>₁ norm penalty (Q5077917) (← links)
• On estimation error bounds of the Elastic Net when <i>p</i> ≫ <i>n</i> (Q5089920) (← links)
• Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
• On the Use of Minimum Penalties in Statistical Learning (Q6552530) (← links)
• Integrative analysis of `-omics' data using penalty functions (Q6604445) (← links)
• Active-set strategy based on a general modified Newton-Raphson algorithm for variable selection in highly ill-posed inverse problems (Q6615689) (← links)
• Double-structured sparse multitask regression with application of statistical downscaling (Q6626069) (← links)
• Structured sparse logistic regression with application to lung cancer prediction using breath volatile biomarkers (Q6627506) (← links)