The following pages link to Pathwise coordinate optimization (Q2466463):
Displaying 50 items.
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075) (← links)
- CRPS Learning (Q72766) (← links)
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
- Penalized Estimation of Directed Acyclic Graphs From Discrete Data (Q139756) (← links)
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis (Q140838) (← links)
- Revisiting fitting monotone polynomials to data (Q145623) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Structure identification in panel data analysis (Q292885) (← links)
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
- The shooting S-estimator for robust regression (Q311279) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- Fast and scalable Lasso via stochastic Frank-Wolfe methods with a convergence guarantee (Q331671) (← links)
- Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization (Q344922) (← links)
- Accelerated Bregman method for linearly constrained \(\ell _1-\ell _2\) minimization (Q368088) (← links)
- ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals (Q372857) (← links)
- The geometry of least squares in the 21st century (Q373539) (← links)
- Geometry preserving multi-task metric learning (Q374164) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Sparse-smooth regularized singular value decomposition (Q391596) (← links)
- Regression with outlier shrinkage (Q394109) (← links)
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
- Block coordinate descent algorithms for large-scale sparse multiclass classification (Q399900) (← links)
- Regularized 3D functional regression for brain image data via Haar wavelets (Q400650) (← links)
- Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
- Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
- Smoothing proximal gradient method for general structured sparse regression (Q439167) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- Solution path clustering with adaptive concave penalty (Q457964) (← links)
- SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
- Variable selection for general index models via sliced inverse regression (Q480962) (← links)
- GAITA: a Gauss-Seidel iterative thresholding algorithm for \(\ell_q\) regularized least squares regression (Q515771) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms (Q537241) (← links)
- Spurious predictions with random time series: the Lasso in the context of paleoclimatic reconstructions. Discussion of: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable (Q542454) (← links)
- Improved variable selection with forward-lasso adaptive shrinkage (Q542500) (← links)
- Multicategory vertex discriminant analysis for high-dimensional data (Q542928) (← links)
- Reconstructing DNA copy number by penalized estimation and imputation (Q542936) (← links)
- Approximation accuracy, gradient methods, and error bound for structured convex optimization (Q607498) (← links)
- Variable selection and regression analysis for graph-structured covariates with an application to genomics (Q614169) (← links)
