Pages that link to "Item:Q3633158"

The following pages link to A group bridge approach for variable selection (Q3633158):

Displaying 50 items.

• The group exponential lasso for bi-level variable selection (Q123390) (← links)
• A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron (Q304258) (← links)
• The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
• Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
• Regression with outlier shrinkage (Q394109) (← links)
• Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
• Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms (Q537241) (← links)
• Smoothing methods for nonsmooth, nonconvex minimization (Q715249) (← links)
• Group and within-group variable selection for competing risks data (Q725412) (← links)
• Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
• Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
• Optimal treatment regimes for competing risk data using doubly robust outcome weighted learning with bi-level variable selection (Q830063) (← links)
• Efficient nonconvex sparse group feature selection via continuous and discrete optimization (Q892230) (← links)
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
• Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
• Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
• Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
• Sparse pathway-based prediction models for high-throughput molecular data (Q1663097) (← links)
• A random-effect model approach for group variable selection (Q1663264) (← links)
• On group-wise \(\ell_p\) regularization: theory and efficient algorithms (Q1669617) (← links)
• A doubly sparse approach for group variable selection (Q1680797) (← links)
• A group adaptive elastic-net approach for variable selection in high-dimensional linear regression (Q1705570) (← links)
• Simultaneous variable selection and class fusion with penalized distance criterion based classifiers (Q1727900) (← links)
• A note on the adaptive Lasso for zero-inflated Poisson regression (Q1733128) (← links)
• Graph-induced restricted Boltzmann machines for document modeling (Q1750503) (← links)
• Identification of breast cancer prognosis markers via integrative analysis (Q1927047) (← links)
• Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
• Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
• High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms (Q2020600) (← links)
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
• An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets (Q2033090) (← links)
• High-dimensional sign-constrained feature selection and grouping (Q2042289) (← links)
• Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
• Some aspects of response variable selection and estimation in multivariate linear regression (Q2062774) (← links)
• Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
• VCSEL: prioritizing SNP-set by penalized variance component selection (Q2078274) (← links)
• On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models (Q2134161) (← links)
• A high-dimensional M-estimator framework for bi-level variable selection (Q2135521) (← links)
• Objective Bayesian group variable selection for linear model (Q2155018) (← links)
• Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
• Bi-level feature selection in high dimensional AFT models with applications to a genomic study (Q2195271) (← links)
• Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
• An ensemble of inverse moment estimators for sufficient dimension reduction (Q2242021) (← links)
• Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
• Bridge regression: adaptivity and group selection (Q2276183) (← links)
• Grouped variable screening for ultra-high dimensional data for linear model (Q2291335) (← links)
• Adaptive group bridge selection in the semiparametric accelerated failure time model (Q2293393) (← links)
• Group variable selection in the Andersen-Gill model for recurrent event data (Q2301106) (← links)