A group bridge approach for variable selection
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Cited in
(only showing first 100 items - show all)- Hessian barrier algorithms for non-convex conic optimization
- Implied volatility surface estimation via quantile regularization
- Discovering interpretable structure in longitudinal predictors via coefficient trees
- Group variable selection in the Andersen-Gill model for recurrent event data
- AIC for the group Lasso in generalized linear models
- VCSEL: prioritizing SNP-set by penalized variance component selection
- Linking lung airway structure to pulmonary function via composite bridge regression
- \(l_{p}\)-norm regularization method (\( 0<p<1 \)) and DC programming for correction system of inconsistency linear inequalities
- Sparse functional varying-coefficient mixture regression
- On Lasso and adaptive Lasso for non-random sample in credit scoring
- Group selection in the Cox model with a diverging number of covariates
- A group adaptive elastic-net approach for variable selection in high-dimensional linear regression
- Group Sparse Optimization for Images Recovery Using Capped Folded Concave Functions
- Bi-level feature selection in high dimensional AFT models with applications to a genomic study
- Prediction-based structured variable selection through the receiver operating characteristic curves
- Group regularization for zero-inflated Poisson regression models with an application to insurance ratemaking
- Variable selection in the accelerated failure time model via the bridge method
- Sparse structure selection and estimation
- Hierarchically penalized quantile regression
- A selective review of group selection in high-dimensional models
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
- Smoothing methods for nonsmooth, nonconvex minimization
- Bridge regression: adaptivity and group selection
- A group bridge approach for component selection in nonparametric accelerated failure time additive regression model
- Time-weighted nonnegative bridge index-tracking model and its application
- Nonnegative group bridge and application in financial index tracking
- Consistent group selection with Bayesian high dimensional modeling
- Model determination and estimation for the growth curve model via group SCAD penalty
- Regression with outlier shrinkage
- Grouped variable screening for ultra-high dimensional data for linear model
- Bayesian bridge quantile regression
- Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion
- Individualized Multidirectional Variable Selection
- Oracle efficient estimation of structural breaks in cointegrating regressions
- Group variable selection via group sparse neural network
- Simultaneous variable selection and class fusion with penalized distance criterion based classifiers
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms
- Optimal treatment regimes for competing risk data using doubly robust outcome weighted learning with bi-level variable selection
- Gene-environment interaction analysis under the Cox model
- A note on the adaptive Lasso for zero-inflated Poisson regression
- Identifying groups of variables with the potential of being large simultaneously
- Continuous exact relaxation and alternating proximal gradient algorithm for partial sparse and partial group sparse optimization problems
- Regularized joint estimation of related vector autoregressive models
- Penalized estimation in additive varying coefficient models using grouped regularization
- Integrative analysis of cancer diagnosis studies with composite penalization
- Multi-Task Learning with High-Dimensional Noisy Images
- Variable selection for frailty transformation models with application to diabetic complications
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
- Adaptive group Lasso for high-dimensional generalized linear models
- Variable selection for functional additive models and an application to the population age structure data
- Decoding Hidden Cognitive States From Behavior and Physiology Using a Bayesian Approach
- Robust group non-convex estimations for high-dimensional partially linear models
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- Graph-induced restricted Boltzmann machines for document modeling
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- Group and within-group variable selection for competing risks data
- Sparse group variable selection based on quantile hierarchical Lasso
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- A high-dimensional M-estimator framework for bi-level variable selection
- High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms
- The reciprocal Bayesian bridge for left-censored data
- A smoothing SQP framework for a class of composite L_q minimization over polyhedron
- Linearly constrained non-Lipschitz optimization for image restoration
- Adaptive group bridge selection in the semiparametric accelerated failure time model
- A random-effect model approach for group variable selection
- Integrative analysis of `-omics' data using penalty functions
- Variable selection using P-splines
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- scientific article; zbMATH DE number 7370571 (Why is no real title available?)
- Functional Group Bridge for Simultaneous Regression and Support Estimation
- Integrative analysis of prognosis data on multiple cancer subtypes
- Grouped variable selection using area under the ROC with imbalanced data
- A link-free sparse group variable selection method for single-index model
- Regularization for stationary multivariate time series
- Component selection in the additive regression model
- An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets
- Hierarchically penalized additive hazards model with diverging number of parameters
- Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study
- Bridge estimation for linear regression models with mixing properties
- A flexible shrinkage operator for fussy grouped variable selection
- Bayesian group bridge for bi-level variable selection
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Identification of local sparsity and variable selection for varying coefficient additive hazards models
- Sparse pathway-based prediction models for high-throughput molecular data
- High-dimensional sign-constrained feature selection and grouping
- Bi-selection in the high-dimensional additive hazards regression model
- Group screening for ultra-high-dimensional feature under linear model
- Selection of tuning parameters in bridge regression models via Bayesian information criterion
- Bi-level variable selection in semiparametric transformation mixture cure models for right-censored data
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization
- Bayesian variable selection via a benchmark in normal linear models
- Interpretability of bi-level variable selection methods
- Sparse group penalties for bi-level variable selection
- Structured sparse logistic regression with application to lung cancer prediction using breath volatile biomarkers
- Penalized methods for bi-level variable selection
- The group exponential Lasso for bi-level variable selection
- Grouped feature screening for ultra-high dimensional data for the classification model
- On group-wise \(\ell_p\) regularization: theory and efficient algorithms
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