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Cited in
(42)- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- Variable selection via generalized SELO-penalized linear regression models
- lars
- Single-index composite quantile regression for ultra-high-dimensional data
- sparseLDA
- FASTCLIME
- Efficient computation for differential network analysis with applications to quadratic discriminant analysis
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study
- S+WAVELETS
- SRRS
- APPLE
- camel
- Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators
- VIBES
- A direct estimation of high dimensional stationary vector autoregressions
- Confidence intervals for high-dimensional partially linear single-index models
- scientific article; zbMATH DE number 6378086 (Why is no real title available?)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- sparsenet
- QICD
- picasso
- POET
- Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
- qut
- scalreg
- C-HiLasso
- clime
- relaxo
- Bolasso
- rwt
- On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
- RWT
- Sharp oracle inequalities for square root regularization
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
- Confidence intervals for high-dimensional Cox models
- Wavelet-based LASSO in functional linear quantile regression
- A tuning-free robust and efficient approach to high-dimensional regression
- Robust Wasserstein profile inference and applications to machine learning
- Bayesian regularization for graphical models with unequal shrinkage
- DNetFinder
- SHT
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