On the Use of Minimum Penalties in Statistical Learning
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Cites work
- A significance test for graph-constrained estimation
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- Correlated variables in regression: clustering and sparse estimation
- Covariance-regularized regression and classification for high dimensional problems
- Envelope models for parsimonious and efficient multivariate linear regression
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimating Multiple Precision Matrices With Cluster Fusion Regularization
- Exact post-selection inference, with application to the Lasso
- Foundations for envelope models and methods
- Likelihood-based selection and sharp parameter estimation
- Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
- Regularization and Variable Selection Via the Elastic Net
- Regularized k-means clustering of high-dimensional data and its asymptotic consistency
- Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Sparse reduced-rank regression with covariance estimation
- SPReM: sparse projection regression model for high-dimensional linear regression
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Lasso problem and uniqueness
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
- Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping
- Variable selection and regression analysis for graph-structured covariates with an application to genomics
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