Joint estimation of sparse and dense components through structured iteration
From MaRDI portal
Cites work
- A two-step method for estimating high-dimensional Gaussian graphical models
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- An iterative penalized least squares approach to sparse canonical correlation analysis
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- High-dimensional asymptotics of prediction: ridge regression and classification
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference for treatment effect parameters in potentially misspecified high-dimensional models
- Inference on treatment effects after selection among high-dimensional controls
- Nonsparse learning with latent variables
- On polygenic risk scores for complex traits prediction
- Phylogenetic association analysis with conditional rank correlation
- Regularization and Variable Selection Via the Elastic Net
- Regularized estimation of large covariance matrices
- Robust and sparse multigroup classification by the optimal scoring approach
- Sparse permutation invariant covariance estimation
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Testability of high-dimensional linear models with nonsparse structures
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Joint estimation of sparse and dense components through structured iteration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7324280)
