Pages that link to "Item:Q2583414"

The following pages link to Variable selection using MM algorithms (Q2583414):

Displaying 50 items.

• MM for penalized estimation (Q82924) (← links)
• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
• A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
• Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
• On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing (Q123852) (← links)
• A Penalized Likelihood Method for Classification With Matrix-Valued Predictors (Q149263) (← links)
• A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
• Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
• Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
• Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
• Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
• Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
• Latent variable selection in structural equation models (Q321933) (← links)
• Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
• Penalized profiled semiparametric estimating functions (Q377668) (← links)
• Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
• Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
• Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
• A majorization-minimization approach to the sparse generalized eigenvalue problem (Q413888) (← links)
• Variable selection in robust regression models for longitudinal data (Q432312) (← links)
• Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
• Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
• Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• A Bayesian lasso via reversible-jump MCMC (Q553732) (← links)
• Variable selection in measurement error models (Q605044) (← links)
• Sparse logistic principal components analysis for binary data (Q614179) (← links)
• Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
• Penalized least squares for single index models (Q622428) (← links)
• Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models (Q645606) (← links)
• Estimation and variable selection for generalized additive partial linear models (Q651013) (← links)
• Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
• Partial linear modelling with multi-functional covariates (Q740078) (← links)
• Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337) (← links)
• Variable selection using penalized empirical likelihood (Q763671) (← links)
• MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection (Q829724) (← links)
• Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
• Regularization in statistics (Q882931) (← links)
• Functional index coefficient models with variable selection (Q888320) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood (Q892490) (← links)
• The MM alternative to EM (Q906520) (← links)
• One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
• Sharp quadratic majorization in one dimension (Q961662) (← links)
• Penalized factor mixture analysis for variable selection in clustered data (Q961929) (← links)
• Iterative estimation algorithms using conjugate function lower bound and minorization-maximization with applications in image denoising (Q966733) (← links)
• SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
• Tournament screening cum EBIC for feature selection with high-dimensional feature spaces (Q1042967) (← links)
• Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach (Q1616936) (← links)
• Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations (Q1621346) (← links)