The following pages link to (Q4806224):
Displaying 50 items.
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems (Q141819) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Relationship between the optimal solutions of least squares regularized with \(\ell_{0}\)-norm and constrained by \(k\)-sparsity (Q285544) (← links)
- Comparing optimization algorithms for item selection in Mokken scale analysis (Q288853) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
- PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection (Q333348) (← links)
- Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints (Q344949) (← links)
- Gradient methods for minimizing composite functions (Q359630) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- On efficient calculations for Bayesian variable selection (Q434881) (← links)
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression (Q434989) (← links)
- Exact and approximate algorithms for variable selection in linear discriminant analysis (Q452539) (← links)
- Trimmed Granger causality between two groups of time series (Q470487) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- Subset selection in multiple linear regression models: a hybrid of genetic and simulated annealing algorithms (Q482456) (← links)
- Variable selection for BART: an application to gene regulation (Q484051) (← links)
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models (Q498061) (← links)
- A two-component \(G\)-prior for variable selection (Q516468) (← links)
- Sensitivity analysis to select the most influential risk factors in a logistic regression model (Q613735) (← links)
- A link-free method for testing the significance of predictors (Q631622) (← links)
- Solve exactly an under determined linear system by minimizing least squares regularized with an \(\ell_0\) penalty (Q650854) (← links)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Sparse hierarchical regression with polynomials (Q782451) (← links)
- Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
- Joint analysis of semicontinuous data with latent variables (Q830608) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables (Q901529) (← links)
- Detecting differentially expressed genes with RNA-seq data using backward selection to account for the effects of relevant covariates (Q906078) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information (Q957296) (← links)
- Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression (Q959278) (← links)
- Covariate selection in mixture models with the censored response variable (Q961698) (← links)
- Model selection with the loss rank principle (Q962384) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
- Variable selection in kernel Fisher discriminant analysis by means of recursive feature elimina\-tion (Q1010549) (← links)
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples (Q1012549) (← links)
- Classification by ensembles from random partitions of high-dimensional data (Q1020719) (← links)
- Efficient algorithms for computing the best subset regression models for large-scale problems (Q1020780) (← links)
- A graph approach to generate all possible regression submodels (Q1020883) (← links)
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE (Q1023796) (← links)
- Simultaneous selection of variables and smoothing parameters in structured additive regression models (Q1023927) (← links)
- Reducing bias in parameter estimates from stepwise regression in proportional hazards regression with right-censored data (Q1029797) (← links)
