Pages that link to "Item:Q58075"

The following pages link to Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075):

Displaying 50 items.

• ncvreg (Q20189) (← links)
• glmmPen (Q58078) (← links)
• Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
• MM for penalized estimation (Q82924) (← links)
• The group exponential lasso for bi-level variable selection (Q123390) (← links)
• A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
• Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
• Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
• Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
• The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
• Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
• Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
• Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
• SICA for Cox's proportional hazards model with a diverging number of parameters (Q477528) (← links)
• Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
• Selecting massive variables using an iterated conditional modes/medians algorithm (Q491389) (← links)
• The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
• Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
• Variable selection after screening: with or without data splitting? (Q737000) (← links)
• Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
• APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
• Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337) (← links)
• Adaptive and reversed penalty for analysis of high-dimensional correlated data (Q823261) (← links)
• Coordinate descent algorithm for covariance graphical Lasso (Q892800) (← links)
• Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
• Screening active factors in supersaturated designs (Q1623593) (← links)
• Estimation of an oblique structure via penalized likelihood factor analysis (Q1623658) (← links)
• An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data (Q1633879) (← links)
• Variable selection via generalized SELO-penalized linear regression models (Q1640691) (← links)
• Penalized principal logistic regression for sparse sufficient dimension reduction (Q1654232) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459) (← links)
• Identification of proportionality structure with two-part models using penalization (Q1659176) (← links)
• A globally convergent algorithm for nonconvex optimization based on block coordinate update (Q1676921) (← links)
• Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression (Q1677029) (← links)
• A penalized likelihood method for structural equation modeling (Q1695631) (← links)
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
• A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) (← links)
• A novel variational Bayesian method for variable selection in logistic regression models (Q1727887) (← links)
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty (Q1727908) (← links)
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
• Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
• Portal nodes screening for large scale social networks (Q1740287) (← links)
• Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• Robust network-based analysis of the associations between (epi)genetic measurements (Q1795573) (← links)
• Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
• Multiple choice from competing regression models under multicollinearity based on standardized update (Q1800059) (← links)
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)