Bridge regression: adaptivity and group selection
From MaRDI portal
(Redirected from Publication:2276183)
Recommendations
- A group bridge approach for variable selection
- Adaptive bridge estimation for high-dimensional regression models
- Consistent group selection in high-dimensional linear regression
- Adaptive group bridge estimation for high-dimensional partially linear models
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
Cites work
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- A group bridge approach for variable selection
- Adaptive Lasso for Cox's proportional hazards model
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Best Subsets Logistic Regression
- Blockwise sparse regression
- Consistency of the group Lasso and multiple kernel learning
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On the adaptive elastic net with a diverging number of parameters
- On the asymptotic properties of the group lasso estimator for linear models
- One-step sparse estimates in nonconcave penalized likelihood models
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Statistical estimation in varying coefficient models
- Support vector machines with adaptive \(L_q\) penalty
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- The Group Lasso for Logistic Regression
- The \(F_{\infty}\)-norm support vector machine
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection using MM algorithms
Cited in
(32)- Penalized MM regression estimation with L_ penalty: a robust version of bridge regression
- A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network
- Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis
- Penalized regression models with autoregressive error terms
- The reciprocal Bayesian bridge for left-censored data
- Regularized (bridge) logistic regression for variable selection based on ROC criterion
- Group regularization for zero-inflated negative binomial regression models with an application to health care demand in Germany
- Adaptive group bridge selection in the semiparametric accelerated failure time model
- General shrinkage rule with respect to -norms for bridge estimation
- Which bridge estimator is the best for variable selection?
- Bayesian bridge regression
- Bridge estimation for linear regression models with mixing properties
- Bayesian group bridge for bi-level variable selection
- Bi-selection in the high-dimensional additive hazards regression model
- Mixed Lasso estimator for stochastic restricted regression models
- Selection of tuning parameters in bridge regression models via Bayesian information criterion
- SURE-tuned bridge regression
- A group bridge approach for variable selection
- Adaptive bridge estimation for high-dimensional regression models
- On group-wise \(\ell_p\) regularization: theory and efficient algorithms
- Deterministic bridge regression for compressive classification
- On a generalization of the test of endogeneity in a two stage least squares estimation
- Variational inference for Bayesian bridge regression
- Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients
- A new Gibbs sampler for Bayesian lasso
- Adaptive group bridge estimation for high-dimensional partially linear models
- Adaptive bridge regression modeling and selection of the tuning parameters
- Group regularization for zero-inflated Poisson regression models with an application to insurance ratemaking
- Lasso regression under stochastic restrictions in linear regression: An application to genomic data
- A lower bound based smoothed quasi-Newton algorithm for group bridge penalized regression
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Sparsely restricted penalized estimators
This page was built for publication: Bridge regression: adaptivity and group selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2276183)
