Sadanori Konishi

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Person:263284

Available identifiers

zbMath Open konishi.sadanoriMaRDI QIDQ263284

List of research outcomes

PublicationDate of PublicationType
Sparse kernel subspace method for classifying and representing patterns from data with complex structure2022-06-21Paper
Bayesian generalized fused lasso modeling via NEG distribution2022-05-17Paper
Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis2021-06-03Paper
Readouts for echo-state networks built using locally regularized orthogonal forward regression2020-12-04Paper
PREDICTIVE INFORMATION CRITERIA FOR ROBUST RELEVANCE VECTOR REGRESSION MODELS2020-09-14Paper
Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection2020-04-01Paper
Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria2020-03-09Paper
https://portal.mardi4nfdi.de/entity/Q45598732018-12-04Paper
Tuning parameter selection in sparse regression modeling2018-11-08Paper
Principal component selection via adaptive regularization method and generalized information criterion2017-03-07Paper
PREDICTIVE MODEL SELECTION CRITERIA FOR BAYESIAN LASSO REGRESSION2017-01-11Paper
Functional cluster analysis via orthonormalized Gaussian basis expansions and its application2016-04-04Paper
Functional regression modeling via regularized Gaussian basis expansions2016-01-15Paper
Preface: Special issue in honor of Dr. Hirotugu Akaike2016-01-15Paper
Bias and variance reduction techniques for bootstrap information criteria2016-01-15Paper
Nonlinear regression modeling and detecting change points via the relevance vector machine2015-01-28Paper
https://portal.mardi4nfdi.de/entity/Q54204822014-06-13Paper
https://portal.mardi4nfdi.de/entity/Q54089002014-04-11Paper
https://portal.mardi4nfdi.de/entity/Q54089012014-04-11Paper
Variable selection via the weighted group lasso for factor analysis models2013-10-29Paper
https://portal.mardi4nfdi.de/entity/Q28441532013-08-28Paper
https://portal.mardi4nfdi.de/entity/Q28441652013-08-28Paper
https://portal.mardi4nfdi.de/entity/Q28441912013-08-28Paper
Variable selection for functional regression models via the \(L_1\) regularization2013-03-14Paper
Variable Selection in Logistic Discrimination Based on Local Likelihood2012-10-04Paper
Multiclass functional discriminant analysis and its application to gesture recognition2011-11-30Paper
https://portal.mardi4nfdi.de/entity/Q31713212011-10-05Paper
Semi-Supervised Logistic Discrimination via Regularized Gaussian Basis Expansions2011-07-20Paper
Sparse Functional Principal Component Analysis via Regularized Basis Expansions and Its Application2010-09-17Paper
https://portal.mardi4nfdi.de/entity/Q57479062010-09-14Paper
Nonlinear regression modeling via the lasso-type regularization2010-02-26Paper
Functional Logistic Discrimination Via Regularized Basis Expansions2009-11-16Paper
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data2009-09-30Paper
Nonlinear Logistic Discrimination Via Regularized Gaussian Basis Expansions2009-08-13Paper
Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data2009-04-30Paper
Nonlinear regression modeling via regularized radial basis function networks2008-09-29Paper
Bayesian information criteria and smoothing parameter selection in radial basis function networks2008-04-08Paper
Information criteria and statistical modeling.2007-11-15Paper
Nonlinear regression modeling via regularized wavelets and smoothing parameter selection2006-12-07Paper
Nonlinear regression modeling using regularized local likelihood method2006-07-05Paper
Logistic Discrimination Based on Regularized Local Likelihood Method2005-04-19Paper
Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria2004-09-27Paper
Efficient Bootstrap Tests for the Goodness of Fit in Covariance Structure Analysis2003-07-14Paper
Asymptotic theory for information criteria in model selection -- functional approach2003-05-22Paper
Asymptotic expansions and bootstrap approximations in factor analysis2002-07-08Paper
https://portal.mardi4nfdi.de/entity/Q49390832000-08-13Paper
General saddlepoint approximations and normalizing transformations for multivariate statistics1999-11-10Paper
General saddlepoint approximations to distributions under an elliptical population1999-06-29Paper
https://portal.mardi4nfdi.de/entity/Q43853901998-08-30Paper
Generalised information criteria in model selection1997-11-18Paper
Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions1997-11-02Paper
Effect of a Shrinkage Estimator on the Linear Discriminant Function1997-09-10Paper
Application of the bootstrap methods in factor analysis1996-03-20Paper
https://portal.mardi4nfdi.de/entity/Q42724801994-01-06Paper
Principal component analysis for multivariate familial data1992-12-07Paper
Normalizing transformations and bootstrap confidence intervals1992-06-28Paper
Inferences on interclass and intraclass correlations in multivariate familial data1990-01-01Paper
Testing the equality of several intraclass correlation coefficients1989-01-01Paper
Asymptotic expansions for the distribution of quadratic forms in normal variables1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37666401987-01-01Paper
Effects of transformations in higher order asymptotic expansions1986-01-01Paper
Normalizing and variance stabilizing transformations for intraclass correlations1985-01-01Paper
Testing Hypotheses about Interclass Correlations from Familial Data1985-01-01Paper
Higher order asymptotic expansions for the distribution of the sample correlation coefficient1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37022901984-01-01Paper
Asymptotic properties of estimators of interclass correlation from familial data1982-01-01Paper
Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix1981-01-01Paper
Normalizing transformations of some statistics in multivariate analysis1981-01-01Paper
Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis1979-01-01Paper
Asymptotic expansions for the distributions of functions of a correlation matrix1979-01-01Paper
An approximation to the distribution of the sample correlation coefficient1978-01-01Paper
Asymptotic expansions for the distributions of statistics based on a correlation matrix1978-01-01Paper
Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix1977-01-01Paper

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