Pages that link to "Item:Q3551034"
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The following pages link to DASSO: Connections Between the Dantzig Selector and Lasso (Q3551034):
Displayed 38 items.
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- Manifold elastic net: a unified framework for sparse dimension reduction (Q408616) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- Comment: Boosting algorithms: regularization, prediction and model fitting (Q449784) (← links)
- Normalized and standard Dantzig estimators: two approaches (Q491397) (← links)
- The solution path of the generalized lasso (Q638794) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals (Q741817) (← links)
- Functional linear regression that's interpretable (Q834333) (← links)
- A fast splitting method tailored for Dantzig selector (Q887167) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Enhanced ridge regressions (Q984175) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints (Q1639715) (← links)
- Finding Dantzig selectors with a proximity operator based fixed-point algorithm (Q1663200) (← links)
- Templates for convex cone problems with applications to sparse signal recovery (Q1762456) (← links)
- An alternating direction method for finding Dantzig selectors (Q1927184) (← links)
- Variable selection and parameter estimation for partially linear models via Dantzig selector (Q1938499) (← links)
- High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
- Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework (Q1950814) (← links)
- A partially proximal linearized alternating minimization method for finding Dantzig selectors (Q1983897) (← links)
- Complexity and applications of the homotopy principle for uniformly constrained sparse minimization (Q2019907) (← links)
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking (Q2302521) (← links)
- On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions (Q2359139) (← links)
- An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516) (← links)
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector (Q2852551) (← links)
- Bridge Estimators in the Partially Linear Model with High Dimensionality (Q2892634) (← links)
- Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
- Tuning Parameter Estimation in Penalized Least Squares Methodology (Q3102894) (← links)
- Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising (Q3304839) (← links)
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
- Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (Q4904737) (← links)
- Damage identification in bridge structures subject to moving vehicle based on extended Kalman filter with <b><i>l</i></b>1-norm regularization (Q4991444) (← links)
- Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector (Q5021412) (← links)
- A new variable selection method for uniform designs (Q5129136) (← links)