| Publication | Date of Publication | Type |
|---|
| Enveloped Huber Regression | 2024-12-10 | Paper |
| A Note on Cross-Validation for Lasso Under Measurement Errors | 2024-11-12 | Paper |
| Fast and Exact Leave-One-Out Analysis of Large-Margin Classifiers | 2024-10-31 | Paper |
| Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models | 2024-10-23 | Paper |
| Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces | 2024-10-22 | Paper |
| ADMM for High-Dimensional Sparse Penalized Quantile Regression | 2024-10-22 | Paper |
| A Multicategory Kernel Distance Weighted Discrimination Method for Multiclass Classification | 2024-10-18 | Paper |
| Robust rank canonical correlation analysis for multivariate survival data | 2024-08-26 | Paper |
| Sparse Convoluted Rank Regression in High Dimensions | 2024-07-05 | Paper |
| Honest leave-one-out cross-validation for estimating post-tuning generalization error | 2024-05-21 | Paper |
| Tensor mixture discriminant analysis with applications to sensor array data analysis | 2024-04-15 | Paper |
| Density-Convoluted Support Vector Machines for High-Dimensional Classification | 2024-03-19 | Paper |
| erboost | 2024-01-19 | Software |
| Coordinatewise Gaussianization: Theories and Applications | 2024-01-08 | Paper |
| Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions | 2023-11-17 | Paper |
| Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit | 2023-07-04 | Paper |
| Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration | 2020-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969067 | 2020-10-05 | Paper |
| Nonparametric multiple expectile regression via ER-Boost | 2020-03-27 | Paper |
| A coordinate majorization descent algorithm for ℓ1penalized learning | 2020-03-09 | Paper |
| Aggregated Expectile Regression by Exponential Weighting | 2019-08-01 | Paper |
| Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection | 2019-06-12 | Paper |
| High Dimensional Semiparametric Latent Graphical Model for Mixed Data | 2019-06-07 | Paper |
| Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression | 2019-04-30 | Paper |
| Bayesian high-dimensional regression for change point analysis | 2019-03-13 | Paper |
| Multiclass Sparse Discriminant Analysis | 2019-02-28 | Paper |
| Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices | 2018-11-22 | Paper |
| Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas | 2018-05-14 | Paper |
| Another Look at Distance-Weighted Discrimination | 2018-02-19 | Paper |
| CoCoLasso for high-dimensional error-in-variables regression | 2018-02-14 | Paper |
| SURE-tuned tapering estimation of large covariance matrices | 2017-06-30 | Paper |
| SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties | 2017-04-28 | Paper |
| High-dimensional generalizations of asymmetric least squares regression and their applications | 2017-02-13 | Paper |
| Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation | 2016-03-03 | Paper |
| A fast unified algorithm for solving group-lasso penalize learning problems | 2016-02-23 | Paper |
| A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions | 2015-12-17 | Paper |
| On varying-coefficient independence screening for high-dimensional varying-coefficient models | 2015-10-21 | Paper |
| The fused Kolmogorov filter: a nonparametric model-free screening method | 2015-08-05 | Paper |
| Correction: Strong oracle optimality of folded concave penalized estimation | 2015-05-11 | Paper |
| Sparse semiparametric discriminant analysis | 2015-02-20 | Paper |
| Regularized rank-based estimation of high-dimensional nonparanormal graphical models | 2014-09-15 | Paper |
| Strong oracle optimality of folded concave penalized estimation | 2014-08-04 | Paper |
| Rank-based tapering estimation of bandable correlation matrices | 2014-04-29 | Paper |
| The Kolmogorov filter for variable screening in high-dimensional binary classification | 2014-04-22 | Paper |
| Sparse precision matrix estimation via lasso penalized D-trace loss | 2014-04-16 | Paper |
| Generalizing Koenker's distribution | 2014-03-13 | Paper |
| Minimax optimal estimation of general bandable covariance matrices | 2014-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4928578 | 2013-06-14 | Paper |
| Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices | 2013-01-31 | Paper |
| Nonconcave penalized composite conditional likelihood estimation of sparse Ising models | 2012-12-10 | Paper |
| Multi-class AdaBoost | 2012-08-18 | Paper |
| A penalized maximum likelihood approach to sparse factor analysis | 2012-08-18 | Paper |
| Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates | 2012-05-18 | Paper |
| A direct approach to sparse discriminant analysis in ultra-high dimensions | 2012-03-29 | Paper |
| Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models | 2011-07-14 | Paper |
| Sure independence screening and compressed random sensing | 2011-06-28 | Paper |
| New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models | 2011-04-05 | Paper |
| Efficient Global Approximation of Generalized Nonlinear ℓ1-Regularized Solution Paths and Its Applications | 2011-02-01 | Paper |
| Structured variable selection and estimation | 2010-04-21 | Paper |
| Regularized simultaneous model selection in multiple quantiles regression | 2009-06-16 | Paper |
| A note on path-based variable selection in the penalized proportional hazards model | 2009-06-10 | Paper |
| New multicategory boosting algorithms based on multicategory Fisher-consistent losses | 2009-02-10 | Paper |
| Multi-class AdaBoost | 2009-01-01 | Paper |
| One-step sparse estimates in nonconcave penalized likelihood models | 2008-08-28 | Paper |
| Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models | 2008-08-28 | Paper |
| Composite quantile regression and the oracle model selection theory | 2008-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498644 | 2008-05-16 | Paper |
| Structured variable selection in support vector machines | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447539 | 2008-03-20 | Paper |
| On the ``degrees of freedom of the lasso | 2008-01-16 | Paper |
| The Adaptive Lasso and Its Oracle Properties | 2007-04-23 | Paper |
| The Adaptive Lasso and Its Oracle Properties | 2006-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488716 | 2006-09-22 | Paper |
| Regularization and Variable Selection Via the Elastic Net | 2005-09-01 | Paper |
