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scientific article; zbMATH DE number 7750672

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7750672

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scholarly article

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publication date

17 October 2023

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MaRDI profile type

MaRDI publication profile

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Best subset selection via a modern optimization lens

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Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Statistics for high-dimensional data. Methods, theory and applications.

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

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Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection

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CoCoLasso for high-dimensional error-in-variables regression

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Pathwise coordinate optimization

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Sparse inverse covariance estimation with the graphical lasso

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Predictive learning via rule ensembles

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Safe Feature Elimination in Sparse Supervised Learning

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Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons

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Missing-Data Methods for Generalized Linear Models

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Interaction pursuit in high-dimensional multi-response regression via distance correlation

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Fast rates by transferring from auxiliary hypotheses

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Feature Screening via Distance Correlation Learning

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Statistical Analysis with Missing Data, Third Edition

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High-dimensional semiparametric Gaussian copula graphical models

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High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity

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High-dimensional additive modeling

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Stability Selection

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Gap Safe screening rules for sparsity enforcing penalties

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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Sparse Additive Models

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Sparse regression with exact clustering

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Missing values: sparse inverse covariance estimation and an extension to sparse regression

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Independently Interpretable Lasso for Generalized Linear Models

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Regression Shrinkage and Selection via The Lasso: A Retrospective

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Sparsity and Smoothness Via the Fused Lasso

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Strong Rules for Discarding Predictors in Lasso-Type Problems

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The solution path of the generalized lasso

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High-Dimensional Statistics

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High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso

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Model Selection and Estimation in Regression with Grouped Variables

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Model selection and estimation in the Gaussian graphical model

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Nearly unbiased variable selection under minimax concave penalty

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Identifiers

10.11329/jjssj.53.69

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6073211

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