A Statistical View of Some Chemometrics Regression Tools
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(only showing first 100 items - show all)- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- Derived components regression using the BACON algorithm
- Reciprocal curves
- Analysis of supersaturated designs via the Dantzig selector
- Functional PLS logit regression model
- Boosting ridge regression
- Support vector machines with adaptive \(L_q\) penalty
- Building a robust linear model with forward selection and stepwise procedures
- Relaxed Lasso
- On the distribution of the adaptive LASSO estimator
- Spectral preconditioning of Krylov spaces: combining PLS and PC regression
- Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
- Continuum redundancy-\textit{PLS} regression: a simple continuum approach
- An improved model averaging scheme for logistic regression
- Reducing bias in parameter estimates from stepwise regression in proportional hazards regression with right-censored data
- Concentration reversals in ridge regression
- The composite absolute penalties family for grouped and hierarchical variable selection
- Thresholding projection estimators in functional linear models
- Estimation of the regression operator from functional fixed-design with correlated errors
- A unified approach to model selection and sparse recovery using regularized least squares
- A simulation study on comparison of prediction methods when only a few components are relevant
- Length modified ridge regression
- Sure independence screening in generalized linear models with NP-dimensionality
- Rank estimation in reduced-rank regression
- The functional nonparametric model and applications to spectrometric data
- Shrinkage structure in biased regression
- Minimax estimation in linear regression under restrictions
- A faster algorithm for ridge regression of reduced rank data
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
- Kernel continuum regression
- Recursive estimation of nonparametric regression with functional covariate
- Tuning parameter selection in sparse regression modeling
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- Bayesian variable selection for correlated covariates via colored cliques
- Robust nonnegative garrote variable selection in linear regression
- Robust and sparse estimators for linear regression models
- Variable selection and parameter estimation with the Atan regularization method
- Homogeneity detection for the high-dimensional generalized linear model
- Principal components adjusted variable screening
- Sparse principal component regression for generalized linear models
- Sparse principal component regression with adaptive loading
- Robust subspace segmentation via nonconvex low rank representation
- An improved algorithm for the \(L_2-L_p\) minimization problem
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
- Identification of sparse neural functional connectivity using penalized likelihood estimation and basis functions
- Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework
- Sparse-group independent component analysis with application to yield curves prediction
- Algorithms for drug sensitivity prediction
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- Robust variable selection for finite mixture regression models
- Nonlinear GCV and quasi-GCV for shrinkage models
- A flexible shrinkage operator for fussy grouped variable selection
- An improved approach for estimating the hyperparameters of the Kriging model for high-dimensional problems through the partial least squares method
- An RKHS-based approach to double-penalized regression in high-dimensional partially linear models
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- On the exponentially weighted aggregate with the Laplace prior
- Functional linear model
- Partial least squares algorithm yields shrinkage estimators
- Asymptotics for Lasso-type estimators.
- The asymptotic variance of the univariate PLS estimator
- Data analysis in supersaturated designs.
- Nonconcave penalized likelihood with a diverging number of parameters.
- A neural network approach to long-run exchange rate prediction
- Variational Bayesian least squares: an application to brain-machine interface data
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
- Variable selection and parameter estimation for partially linear models via Dantzig selector
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
- Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
- Comparing two samples by penalized logistic regression
- Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
- Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
- PAC-Bayesian bounds for sparse regression estimation with exponential weights
- Penalized wavelets: embedding wavelets into semiparametric regression
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models
- Bridge estimation for generalized linear models with a diverging number of parameters
- A note on principal component analysis for multi-dimensional data
- A weighted view on the partial least-squares algorithm
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques
- A robust and efficient estimation and variable selection method for partially linear single-index models
- Elastic net penalized quantile regression model
- Approximate kernel partial least squares
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
- High-dimensional sign-constrained feature selection and grouping
- Sparse principal component regression via singular value decomposition approach
- Patch-based weighted SCAD prior for Rician noise removal
- Variable selection in functional regression models: a review
- Sparse classification: a scalable discrete optimization perspective
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem
- Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning
- Smoothly adaptively centered ridge estimator
- Functional linear regression with truncated signatures
- Sparse linear mixed model selection via streamlined variational Bayes
- Penalized robust estimators in sparse logistic regression
- Robust Lasso and its applications in healthcare data
- High-dimensional linear regression with hard thresholding regularization: theory and algorithm
- Extreme partial least-squares
- Sparse functional partial least squares regression with a locally sparse slope function
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