scientific article; zbMATH DE number 845714

zbMATH Open0850.62538MaRDI QIDQ4864293FDOQ4864293

Publication date: 7 March 1996

Title of this publication is not available (Why is that?)

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Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

Cited In (only showing first 100 items - show all)

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High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
Markov chain Monte Carlo with the integrated nested Laplace approximation
An empirical study of the maximal and total information coefficients and leading measures of dependence
Are discoveries spurious? Distributions of maximum spurious correlations and their applications
A globally convergent algorithm for Lasso-penalized mixture of linear regression models
Grouped variable importance with random forests and application to multiple functional data analysis
On stepwise pattern recovery of the fused Lasso
Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
Smoothing and mixed models
Variable selection for functional regression models via the \(L_1\) regularization
Inferring sparse Gaussian graphical models with latent structure
Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
Causal inference: a missing data perspective
Asymptotics for Lasso-type estimators.
Variable selection for Cox's proportional hazards model and frailty model
Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
Least squares after model selection in high-dimensional sparse models
Majorization-minimization algorithms for nonsmoothly penalized objective functions
Penalized maximum likelihood estimation of a stochastic multivariate regression model
Sign-constrained least squares estimation for high-dimensional regression
On the degrees of freedom of mixed matrix regression
Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors
Discovering interactions using covariate informed random partition models
Local behavior of sparse analysis regularization: applications to risk estimation
Adaptive risk bounds in univariate total variation denoising and trend filtering
Simultaneous analysis of Lasso and Dantzig selector
Robust sparse Gaussian graphical modeling
A significance test for the lasso
Sparse semiparametric discriminant analysis
High-dimensional generalized linear models and the lasso
Network exploration via the adaptive LASSO and SCAD penalties
The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
High-dimensional graphs and variable selection with the Lasso
A knockoff filter for high-dimensional selective inference
On the asymptotic variance of the debiased Lasso
Lasso-type penalization in the framework of generalized additive models for location, scale and shape
Adaptive restart for accelerated gradient schemes
Sparse sufficient dimension reduction using optimal scoring
Recursive partitioning for heterogeneous causal effects
Selection and combination of biomarkers using ROC method for disease classification and prediction
A statistical mechanics approach to de-biasing and uncertainty estimation in LASSO for random measurements
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SINDy-PI: a robust algorithm for parallel implicit sparse identification of nonlinear dynamics
Correlation and variable importance in random forests
Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials
Group Inference in High Dimensions with Applications to Hierarchical Testing
Stability Selection
Feature selection for functional data
Identification of biomarker‐by‐treatment interactions in randomized clinical trials with survival outcomes and high‐dimensional spaces
Sure Independence Screening for Ultrahigh Dimensional Feature Space
Distributed multinomial regression
Estimation and testing for partially linear single-index models
On asymptotically optimal confidence regions and tests for high-dimensional models
High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
Clustering and feature selection using sparse principal component analysis
Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models
A partial overview of the theory of statistics with functional data
Correlated variables in regression: clustering and sparse estimation
Best subset selection via a modern optimization lens
Forecasting economic time series using targeted predictors
Conic optimization via operator splitting and homogeneous self-dual embedding
The benefit of group sparsity in group inference with de-biased scaled group Lasso
Variable selection in infinite-dimensional problems
Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
Projected estimation for large-dimensional matrix factor models
Sliced Inverse Regression with Regularizations
Outlier detection and robust mixture modeling using nonconvex penalized likelihood
Factor models and variable selection in high-dimensional regression analysis
Sparse modeling of categorial explanatory variables
Variable selection and regression analysis for graph-structured covariates with an application to genomics
Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
The solution path of the generalized lasso
Sparse estimation in functional linear regression
The sparse Laplacian shrinkage estimator for high-dimensional regression
High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
Functional linear regression that's interpretable
Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping
Enhancing sparsity by reweighted \(\ell _{1}\) minimization
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
A fast unified algorithm for solving group-lasso penalize learning problems
A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
One-step sparse estimates in nonconcave penalized likelihood models
A survey of cross-validation procedures for model selection
Tests for Gaussian graphical models
Sparse Bayesian hierarchical modeling of high-dimensional clustering problems
Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
Lasso-type recovery of sparse representations for high-dimensional data
Consistencies and rates of convergence of jump-penalized least squares estimators
Gaussian model selection with an unknown variance
SCAD-penalized regression in high-dimensional partially linear models
Simultaneous selection of variables and smoothing parameters in structured additive regression models
Subset selection for vector autoregressive processes using Lasso
Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers

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