scientific article

From MaRDI portal
Publication:3096148

zbMath1225.68147MaRDI QIDQ3096148

Francis Bach

Publication date: 8 November 2011

Full work available at URL: http://www.jmlr.org/papers/v9/bach08b.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Volumes of unit balls of mixed sequence spaces, Dynamic networks with multi-scale temporal structure, Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting, Copula Gaussian Graphical Models for Functional Data, A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model, Comprehensive comparative analysis and identification of RNA-binding protein domains: multi-class classification and feature selection, The benefit of group sparsity in group inference with de-biased scaled group Lasso, Multiple Domain and Multiple Kernel Outcome-Weighted Learning for Estimating Individualized Treatment Regimes, A Bayesian approach to sparse dynamic network identification, Bayesian Mixed Effect Atlas Estimation with a Diffeomorphic Deformation Model, Efficient block-coordinate descent algorithms for the group Lasso, Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies, Trace regression model with simultaneously low rank and row(column) sparse parameter, Structured variable selection via prior-induced hierarchical penalty functions, Unnamed Item, Large-scale multivariate sparse regression with applications to UK Biobank, Multiple Kernel Learningの学習理論, Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness, The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach, On group-wise \(\ell_p\) regularization: theory and efficient algorithms, The degrees of freedom of partly smooth regularizers, Regularizing multiple kernel learning using response surface methodology, Grouping strategies and thresholding for high dimensional linear models, Quantile regression with group Lasso for classification, Grouped variable selection with discrete optimization: computational and statistical perspectives, HARFE: hard-ridge random feature expansion, Sparsity in multiple kernel learning, A penalized two-pass regression to predict stock returns with time-varying risk premia, An unexpected connection between Bayes \(A\)-optimal designs and the group Lasso, Robust classification using \(\ell _{2,1}\)-norm based regression model, Unnamed Item, SpicyMKL: a fast algorithm for multiple kernel learning with thousands of kernels, Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression, Estimating sparse networks with hubs, A modified proximal gradient method for a family of nonsmooth convex optimization problems, Group selection in high-dimensional partially linear additive models, Support union recovery in high-dimensional multivariate regression, Fast projections onto mixed-norm balls with applications, Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization, Model selection with low complexity priors, Theoretical properties of the overlapping groups Lasso, Learning sparse gradients for variable selection and dimension reduction, Sparsity with sign-coherent groups of variables via the cooperative-Lasso, On the asymptotic properties of the group lasso estimator for linear models, Self-concordant analysis for logistic regression, The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods, Transductive versions of the Lasso and the Dantzig selector, Sparse quadratic classification rules via linear dimension reduction, On proximal gradient method for the convex problems regularized with the group reproducing kernel norm, Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine, Proximal methods for the latent group lasso penalty, On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems, Oracle inequalities and optimal inference under group sparsity, High-dimensional grouped folded concave penalized estimation via the LLA algorithm, Improving the prediction performance of the Lasso by subtracting the additive structural noises, Consistent group selection with Bayesian high dimensional modeling, On the linear convergence of the approximate proximal splitting method for non-smooth convex optimization, Robust inference on average treatment effects with possibly more covariates than observations, Logistic regression: from art to science, Improving localized multiple kernel learning via radius-margin bound, Analytic center cutting plane method for multiple kernel learning, Optimal learning rates of \(l^p\)-type multiple kernel learning under general conditions, Equivalent Lipschitz surrogates for zero-norm and rank optimization problems, Learning the coordinate gradients, Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates, Bridge regression: adaptivity and group selection, The benefit of group sparsity, Variable selection in nonparametric additive models, Proximal gradient method with automatic selection of the parameter by automatic differentiation, Network classification with applications to brain connectomics, Error Variance Estimation in Ultrahigh-Dimensional Additive Models, Low Complexity Regularization of Linear Inverse Problems, Covariate-Adjusted Tensor Classification in High-Dimensions, Physics informed topology learning in networks of linear dynamical systems, Structured sparsity through convex optimization, A selective review of group selection in high-dimensional models, High-dimensional regression with unknown variance, A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers, Learning rates for the risk of kernel-based quantile regression estimators in additive models, OR Forum—An Algorithmic Approach to Linear Regression, Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals, Penalized estimation in additive varying coefficient models using grouped regularization, AIC for the group Lasso in generalized linear models, Sharp oracle inequalities for low-complexity priors, Sparse RKHS estimation via globally convex optimization and its application in LPV-IO identification, Modeling interactive components by coordinate kernel polynomial models, Sampling from non-smooth distributions through Langevin diffusion, On extension theorems and their connection to universal consistency in machine learning, Random forest-based approach for physiological functional variable selection for driver's stress level classification, Sparse hierarchical regression with polynomials, Multikernel Regression with Sparsity Constraint, Improvement of multiple kernel learning using adaptively weighted regularization, A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI, Unnamed Item, Unnamed Item, Nonparametric and high-dimensional functional graphical models, Sparse high-dimensional varying coefficient model: nonasymptotic minimax study, A group VISA algorithm for variable selection, On the oracle property of adaptive group Lasso in high-dimensional linear models, The variable selection methods and algorithms in the multiple linear model, On a nonlinear extension of the principal fitted component model, Locally Sparse Function-on-Function Regression, Local linear convergence of proximal coordinate descent algorithm


Uses Software