scientific article; zbMATH DE number 845714

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Consistencies and rates of convergence of jump-penalized least squares estimators
Lasso-type recovery of sparse representations for high-dimensional data
Sparse optimal scoring for multiclass cancer diagnosis and biomarker detection using microarray data
Rank reducible varying coefficient model
Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
A simple approach for varying-coefficient model selection
Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
Relaxed maximum a posteriori fault identification
Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
A simple forward selection procedure based on false discovery rate control
Parsimonious additive models
Knot selection by boosting techniques
Smooth functions and local extreme values
Boosting ridge regression
Support vector machines with adaptive \(L_q\) penalty
Efficient algorithms for computing the best subset regression models for large-scale problems
Robust variable selection using least angle regression and elemental set sampling
Editorial: Statistical learning methods including dimensionality reduction
Relaxed Lasso
Input selection and shrinkage in multiresponse linear regression
Gaussian model selection with an unknown variance
SCAD-penalized regression in high-dimensional partially linear models
On the degrees of freedom in shrinkage estimation
On the distribution of the adaptive LASSO estimator
Elastic-net regularization in learning theory
Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
Subset selection for vector autoregressive processes using Lasso
Predictive performance of Dirichlet process shrinkage methods in linear regression
A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
A note on adaptive group Lasso
Regularized simultaneous model selection in multiple quantiles regression
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Simultaneous selection of variables and smoothing parameters in structured additive regression models
Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
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Asymptotics for argmin processes: convexity arguments
Sparsity and persistence: mixed norms provide simple signal models with dependent coefficients
Some challenges for statistics
Stabilizing variable selection and regression
Tournament screening cum EBIC for feature selection with high-dimensional feature spaces
High-dimensional additive modeling
The composite absolute penalties family for grouped and hierarchical variable selection
Mixed linear system estimation and identification
Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
Regression in Tensor Product Spaces by the Method of Sieves
Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
Distributed multinomial regression
Experimental Evaluation of Individualized Treatment Rules
Distribution-free predictive inference for regression
Testing conditional independence in supervised learning algorithms
Selection by partitioning the solution paths
Transfer Learning under High-dimensional Generalized Linear Models
Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements
A unified approach to model selection and sparse recovery using regularized least squares
Nearly unbiased variable selection under minimax concave penalty
The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm
Bayesian variable selection with shrinking and diffusing priors
Geometric median and robust estimation in Banach spaces
The group exponential Lasso for bi-level variable selection
Local partial-likelihood estimation for lifetime data
Estimating the dimension of a model
Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model.
Simple measures of uncertainty for model selection
Sparse classification with paired covariates
A simple measure of conditional dependence
Pursuing Sources of Heterogeneity in Modeling Clustered Population
Covariate-adjusted tensor classification in high dimensions
Stable Multiple Time Step Simulation/Prediction From Lagged Dynamic Network Regression Models
Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
Complete subset regressions
Discovering governing equations from data by sparse identification of nonlinear dynamical systems
Log-Contrast Regression with Functional Compositional Predictors: Linking Preterm Infant's Gut Microbiome Trajectories to Neurobehavioral Outcome
Estimation of high-dimensional graphical models using regularized score matching
False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
Sure independence screening in generalized linear models with NP-dimensionality
Reluctant generalized additive modeling
Estimator selection in the Gaussian setting
Bayesian variable selection regression for genome-wide association studies and other large-scale problems
A comparison of regression spline smoothing procedures
Estimating treatment effect heterogeneity in randomized program evaluation
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
Non-asymptotic error controlled sparse high dimensional precision matrix estimation
A modified local quadratic approximation algorithm for penalized optimization problems
Spatial variable selection and an application to Virginia Lyme disease emergence
Tuning-free heterogeneous inference in massive networks
Rare feature selection in high dimensions
The ranking lasso and its application to sport tournaments
Factor-Adjusted Regularized Model Selection
An MM Algorithm for Split Feasibility Problems
Sparse sliced inverse regression via Lasso
Honest confidence regions and optimality in high-dimensional precision matrix estimation
Gaussian graphical model estimation with false discovery rate control
Minimax estimation in linear regression under restrictions
The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
Projected estimation for large-dimensional matrix factor models
Robust methods for inferring sparse network structures
Model selection in kernel ridge regression

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