scientific article; zbMATH DE number 845714

Recommendations

Regression Shrinkage and Selection via The Lasso: A Retrospective
Regression coefficient and autoregressive order shrinkage and selection via the lasso
Regularizing LASSO: a consistent variable selection method
Lasso regression: estimation and shrinkage via the limit of Gibbs sampling
On LASSO for predictive regression
Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
The sparsity and bias of the LASSO selection in high-dimensional linear regression
Robust Regression and Lasso
On Bayesian lasso variable selection and the specification of the shrinkage parameter

Cited in

(only showing first 100 items - show all)

De-noising analysis of noisy data under mixed graphical models
Statistical significance of the Netflix challenge
Genomic feature selection by coverage design optimization
A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
A hybrid splitting method for smoothing Tikhonov regularization problem
Oracle estimation of parametric transformation models
Bayesian inference for high-dimensional linear regression under mnet priors
Estimation and Uncertainty Quantification for Piecewise Smooth Signal Recovery
Estimation and variable selection for mixture of joint mean and variance models
Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach
Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension
Single-Index-Based CoVaR With Very High-Dimensional Covariates
Variable selection in semiparametric nonmixture cure model with interval-censored failure time data: an application to the prostate cancer screening study
Variable selection for high-dimensional partly linear additive Cox model with application to Alzheimer's disease
Variational Bayesian partially linear mean shift models for high-dimensional Alzheimer's disease neuroimaging data
Zero-inflated models for adjusting varying exposures: a cautionary note on the pitfalls of using offset
On path restoration for censored outcomes
High-Dimensional Cost-constrained Regression Via Nonconvex Optimization
Complex networks identification using Bayesian model with independent Laplace prior
Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs
Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
A new computational method for the sparsest solutions to systems of linear equations
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
Two-step adaptive model selection for vector autoregressive processes
Prediction in abundant high-dimensional linear regression
A multiple-model generalisation of updating clinical prediction models
Numerical integration in multiple dimensions with designed quadrature
Model determination and estimation for the growth curve model via group SCAD penalty
Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
Separating variables to accelerate non-convex regularized optimization
A group regularisation approach for constructing generalised age-period-cohort mortality projection models
Goodness-of-fit testing-based selection for large-p-small-n problems: a two-stage ranking approach
Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball
Variable selection in linear measurement error models via penalized score functions
Discussion of ``Correlated variables in regression: clustering and sparse estimation
Regression with outlier shrinkage
Comments on ``Grouping strategies and thresholding for high dimension linear models
Comment: Ridge Regression—Still Inspiring After 50 Years
Ridge Regression: A Historical Context
Ridge Regularization: An Essential Concept in Data Science
SLOPE-adaptive variable selection via convex optimization
Variable selection for high-dimensional quadratic Cox model with application to Alzheimer's disease
Variable selection for bivariate interval-censored failure time data under linear transformation models
Sure independence screening for analyzing supersaturated designs
Regression-type analysis for multivariate extreme values
Integrative analysis of high-dimensional quantile regression with contrasted penalization
Linear matrix inequalities in control systems with uncertainty
Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
Changing risk-return profiles
Error modeling for surrogates of dynamical systems using machine learning
From linear system of equations to artificial intelligence -- the evolution journey of computer tomographic image reconstruction algorithms
Sparse partial least-squares regression for high-throughput survival data analysis
A general semiparametric hazards regression model: efficient estimation and structure selection
Integrative variable selection via Bayesian model uncertainty
Minimax sparse principal subspace estimation in high dimensions
On active-set methods for quadratic problems with positive semidefinite matrices
Sparsified simultaneous confidence intervals for high-dimensional linear models
Detecting Deviating Data Cells
A Bayesian perspective of statistical machine learning for big data
Belief in dependence: leveraging atomic linearity in data bits for rethinking generalized linear models
Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
Bayesian bridge quantile regression
Weak stability of \(\ell_1\)-minimization methods in sparse data reconstruction
The adaptive L1-penalized LAD regression for partially linear single-index models
A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
On cross-validated Lasso in high dimensions
Bayesian hierarchical dictionary learning
Conditional distance correlation screening for sparse ultrahigh-dimensional models
Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
Adaptive and reversed penalty for analysis of high-dimensional correlated data
Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
Data-driven robust tracking control of underactuated mechanical systems using identified flat output and active disturbance rejection control
Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
Fitting sparse linear models under the sufficient and necessary condition for model identification
Endogenous treatment effect estimation using high-dimensional instruments and double selection
Deep hidden physics models: deep learning of nonlinear partial differential equations
Inference for High-Dimensional Exchangeable Arrays
On consistency and sparsity for sliced inverse regression in high dimensions
Personalized federated learning on large-scale association networks
Robust feature screening via Grothendieck's correlation with FDR control
Outlier robust and sparse estimation of linear regression coefficients
Learning causal graphs via nonlinear sufficient dimension reduction
Homogeneity and sparsity pursuit using robust adaptive fused Lasso
Shrinkage estimation of dynamic panel data models with interactive fixed effects
Kernel-based sparse regression with the correntropy-induced loss
Sparsity with sign-coherent groups of variables via the cooperative-Lasso
Prediction risk for the horseshoe regression
A general theory of concave regularization for high-dimensional sparse estimation problems
High-dimensional regression with unknown variance
Variable selection based on squared derivative averages
The Bayesian group Lasso for confounded spatial data
A continuous dynamical splitting method for solving ‘strongly+weakly’ convex programming problems
Least angle regression. (With discussion)
Lasso hyperinterpolation over general regions
Results on sparsity and estimation accuracy in orthogonal matching pursuit with application to optimal input design
A new strong convergence for solving split variational inclusion problems
Model selection in linear mixed models
Regularization of case-specific parameters for robustness and efficiency
Self-regularized causal structure discovery for trajectory-based networks

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864293)