Variable selection and estimation in generalized linear models with the seamless L₀ penalty
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Variable selection and estimation in generalized linear models with the seamless \(L 0\) penalty
Variable selection and estimation in generalized linear models with the seamless \(L 0\) penalty
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A new look at the statistical model identification
- Asymptotics for Lasso-type estimators.
- Coordinate descent algorithms for lasso penalized regression
- Estimating the dimension of a model
- Extended BIC for small-n-large-P sparse GLM
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Heuristics of instability and stabilization in model selection
- Linear Model Selection by Cross-Validation
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the ``degrees of freedom of the lasso
- On the adaptive elastic net with a diverging number of parameters
- Pathwise coordinate optimization
- Regularization parameter selections via generalized information criterion
- Some Comments on C P
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The risk inflation criterion for multiple regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(18)- A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
- The revisited knockoffs method for variable selection in L1-penalized regressions
- Modified SCAD penalty for constrained variable selection problems
- Variable selection via generalized SELO-penalized linear regression models
- Variable selection via generalized SELO-penalized Cox regression models
- Modeling Pregnancy Outcomes Through Sequentially Nested Regression Models
- Variable selection for generalized linear model with highly correlated covariates
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Efficient _0-norm feature selection based on augmented and penalized minimization
- Variable selection using P-splines
- Variable selection in linear mixed models using an extended class of penalties
- Variables selection using \(\mathcal{L}_0\) penalty
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
- Model selection in high-dimensional quantile regression with seamless L₀ penalty
- Variable selection and estimation for multivariate panel count data via the seamless-L₀ penalty
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- Penalized variable selection procedure for Cox proportional hazards model via seamless-$\boldsymbol{L_0}$ penalty
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