Covariance-regularized regression and classification for high dimensional problems
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Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Cites work
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- Classification of gene microarrays by penalized logistic regression
- Covariance regularization by thresholding
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- High-dimensional graphs and variable selection with the Lasso
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- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Random forests
- Regularization and Variable Selection Via the Elastic Net
- Regularized linear discriminant analysis and its application in microarrays
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Significance analysis of microarrays applied to the ionizing radiation response
- Sparse permutation invariant covariance estimation
- The use of unlabeled data in predictive modeling
Cited in
(64)- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Ridge estimation of inverse covariance matrices from high-dimensional data
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Sparse causality network retrieval from short time series
- High-dimensional asymptotics of prediction: ridge regression and classification
- AgFlow: fast model selection of penalized PCA via implicit regularization effects of gradient flow
- Varying coefficient linear discriminant analysis for dynamic data
- Fitting Laplacian regularized stratified Gaussian models
- Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Principal regression for high dimensional covariance matrices
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor
- Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
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- scout
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- A covariance regression model
- Penalized classification using Fisher's linear discriminant
- Covariance structure approximation via gLasso in high-dimensional supervised classification
- A perturbation method for inference on regularized regression estimates
- A component Lasso
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- A method for generating realistic correlation matrices
- Prediction in abundant high-dimensional linear regression
- Covariance estimation: the GLM and regularization perspectives
- Hard thresholding regression
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
- A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data
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- Variable selection of linear programming discriminant estimator
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- Graph-based regularization for regression problems with alignment and highly correlated designs
- Bayesian Estimation of Gaussian Conditional Random Fields
- The Dantzig discriminant analysis with high dimensional data
- Replica analysis of overfitting in regression models for time-to-event data
- Some equivalence relationships of regularized regressions
- Efficient quadratic regularization for expression arrays
- Partitioning predictors in multivariate regression models
- Variable selection for high‐dimensional generalized linear model with block‐missing data
- High-Dimensional Multi-Task Learning using Multivariate Regression and Generalized Fiducial Inference
- Co-clustering of spatially resolved transcriptomic data
- On the Use of Minimum Penalties in Statistical Learning
- Ridge estimation of covariance matrix from data in two classes.
- Detecting clusters in multivariate response regression
- Incorporating Graphical Structure of Predictors in Sparse Quantile Regression
- A locally adaptive shrinkage approach to false selection rate control in high-dimensional classification
- A comparison of methods for estimating the determinant of high-dimensional covariance matrix
- Joint graphical Lasso with regularized aggregation
- Subgroup analysis of differential networks with latent variables
- Kernelized Discriminant Analysis for Joint Modeling of Multivariate Categorical Responses
- Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution
- Missing values: sparse inverse covariance estimation and an extension to sparse regression
- An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data
- Regularization in statistics
- Regularization through variable selection and conditional MLE with application to classification in high dimensions
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Feature selection in omics prediction problems using cat scores and false nondiscovery rate control
- Transposable regularized covariance models with an application to missing data imputation
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