scientific article; zbMATH DE number 845714
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Publication:4864293
zbMATH Open0850.62538MaRDI QIDQ4864293FDOQ4864293
Authors: Robert Tibshirani
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)
- SLOPE-adaptive variable selection via convex optimization
- Neuronized Priors for Bayesian Sparse Linear Regression
- Sparse principal component analysis for high‐dimensional stationary time series
- Penalized factor mixture analysis for variable selection in clustered data
- Projected gradient approach to the numerical solution of the SCoTLASS
- Model selection in linear mixed models
- Regularization of case-specific parameters for robustness and efficiency
- Self-regularized causal structure discovery for trajectory-based networks
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
- Orthogonal one step greedy procedure for heteroscedastic linear models
- Discussion of big Bayes stories and BayesBag
- Locally sparse reconstruction using the \(\ell^{1,\infty}\)-norm
- An alternating direction method with continuation for nonconvex low rank minimization
- Sparse estimation and inference for censored median regression
- Input selection and shrinkage in multiresponse linear regression
- Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
- On the distribution of the adaptive LASSO estimator
- Fused Lasso algorithm for \(\mathrm{Cox}^{\prime}\) proportional hazards and binomial logit models with application to copy number profiles
- A penalized likelihood approach for investigating gene-drug interactions in pharmacogenetic studies
- Robust discriminative clustering with sparse regularizers
- The spike-and-slab LASSO
- A tailored multivariate mixture model for detecting proteins of concordant change among virulent strains of \textit{clostridium perfringens}
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- Scalable approximate MCMC algorithms for the horseshoe prior
- Bayesian variable selection for latent class models
- Proximal splitting methods in signal processing
- Sparse sliced inverse regression via Lasso
- Covariate information matrix for sufficient dimension reduction
- Supervised learning from microarray data
- Penalized model-based clustering with unconstrained covariance matrices
- LOL selection in high dimension
- Sparse principal component regression via singular value decomposition approach
- Multivariate response regression with low-rank and generalized sparsity
- Regularization and variable selection in Heckman selection model
- Bayesian factor-adjusted sparse regression
- Aggregation for Gaussian regression
- On the ``degrees of freedom of the lasso
- Sparse wavelet regression with multiple predictive curves
- Approximation and learning by greedy algorithms
- Variable selection in linear mixed effects models
- Penalized empirical likelihood for the sparse Cox regression model
- On model selection consistency of regularized M-estimators
- Detection of sparse additive functions
- Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models
- Complete subset least squares support vector regression
- PLS regression: a directional signal-to-noise ratio approach
- Regularization in finite mixture of regression models with diverging number of parameters
- Inference for single and multiple change-points in time series
- Tilting methods for assessing the influence of components in a classifier
- Incorporating LASSO effects into a mixed model for quantitative trait loci detection
- Identifying QTLs and epistasis in structured plant populations using adaptive mixed LASSO
- A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
- Preconditioning the Lasso for sign consistency
- Penalized Gaussian process regression and classification for high-dimensional nonlinear data
- Model-based regression clustering for high-dimensional data: application to functional data
- A nonconvex model with minimax concave penalty for image restoration
- Analysis of randomized comparative clinical trial data for personalized treatment selections
- Optimal classification in sparse Gaussian graphic model
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Simultaneous variable selection and class fusion for high-dimensional linear discriminant analysis
- An explicit formula for the smoother weights of the Hodrick-Prescott filter
- Bayesian model selection in logistic regression for the detection of adverse drug reactions
- Trace pursuit variable selection for multi-population data
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- Graphical group ridge
- Tensor Regression Using Low-Rank and Sparse Tucker Decompositions
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
- Generalized additive models with unknown link function including variable selection
- Title not available (Why is that?)
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Sparse Single Index Models for Multivariate Responses
- Oracle inequalities for the lasso in the Cox model
- The \(L_1\) penalized LAD estimator for high dimensional linear regression
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
- Hierarchical multilinear models for multiway data
- The ranking lasso and its application to sport tournaments
- An MM Algorithm for Split Feasibility Problems
- Robust sure independence screening for ultrahigh dimensional non-normal data
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Dimensionality reduction by feature clustering for regression problems
- Latent variable selection in structural equation models
- Consistent group selection in high-dimensional linear regression
- Estimator selection with respect to Hellinger-type risks
- Topic Modeling on Triage Notes With Semiorthogonal Nonnegative Matrix Factorization
- Variable selection for general index models via sliced inverse regression
- Multi-species distribution modeling using penalized mixture of regressions
- Nonparametric estimation of the link function including variable selection
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset
- Cross-validation for selecting a model selection procedure
- A general theory of concave regularization for high-dimensional sparse estimation problems
- High-dimensional regression with unknown variance
- Individualized Multidirectional Variable Selection
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