L 1-Regularization Path Algorithm for Generalized Linear Models
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Publication:5088192
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- The use of random-effect models for high-dimensional variable selection problems
- \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models
- Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems
- Shrinkage, pretest, and penalty estimators in generalized linear models
- Optimal Gaussian approximations to the posterior for log-linear models with Diaconis-Ylvisaker priors
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- Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses
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- Nonparametric feature selection by random forests and deep neural networks
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
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- Ridge estimation for multinomial logit models with symmetric side constraints
- Regularization method for predicting an ordinal response using longitudinal high-dimensional genomic data
- Nonlinear mixed-effects scalar-on-function models and variable selection
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- A group VISA algorithm for variable selection
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- Bayesian projection approaches to variable selection in generalized linear models
- \( \mathcal{G} \)-LIME: statistical learning for local interpretations of deep neural networks using global priors
- A resampling approach for confidence intervals in linear time-series models after model selection
- On the structure of regularization paths for piecewise differentiable regularization terms
- A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression
- Tikhonov, Ivanov and Morozov regularization for support vector machine learning
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- Non-convex penalized estimation in high-dimensional models with single-index structure
- Exploring the trade-off between generalization and empirical errors in a one-norm SVM
- Quadratic approximation on SCAD penalized estimation
- Supervised multidimensional scaling for visualization, classification, and bipartite ranking
- Proximal methods for the latent group lasso penalty
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- Model selection for high-dimensional quadratic regression via regularization
- Random survival forests for high‐dimensional data
- Prediction using hierarchical data: Applications for automated detection of cervical cancer
- Composite large margin classifiers with latent subclasses for heterogeneous biomedical data
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model
- Investigating competition in financial markets: a sparse autologistic model for dynamic network data
- The revisited knockoffs method for variable selection in L1-penalized regressions
- Hard thresholding regularised logistic regression: theory and algorithms
- scientific article; zbMATH DE number 7502392 (Why is no real title available?)
- Sparse group lasso for multiclass functional logistic regression models
- Sure independence screening for analyzing supersaturated designs
- Variable selection approach for zero-inflated count data via adaptive Lasso
- An \(L_1\)-regularized logistic model for detecting short-term neuronal interactions
- Generalized additive models with unknown link function including variable selection
- Iteratively reweighted group Lasso based on log-composite regularization
- Model selection and parameter estimation of a multinomial logistic regression model
- Regularized proportional odds models
- Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
- Analysis of Langevin Monte Carlo via convex optimization
- Paths Following Algorithm for Penalized Logistic Regression Using SCAD and MCP
- Sequential profile Lasso for ultra-high-dimensional partially linear models
- Nonparametric Estimation of Galaxy Cluster Emissivity and Detection of Point Sources in Astrophysics With Two Lasso Penalties
- Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data
- Selection of Effects in Cox Frailty Models by Regularization Methods
- Identification of survival relevant genes with measurement error in gene expression incorporated
- Accelerate the warm-up stage in the Lasso computation via a homotopic approach
- Distributed adaptive lasso penalized generalized linear models for big data
- High-dimensional local linear regression under sparsity and convex losses
- A unified framework of analyzing missing data and variable selection using regularized likelihood
- Path-following methods for maximum a posteriori estimators in Bayesian hierarchical models: how estimates depend on hyperparameters
- Logistic regression models for elastic shape of curves based on tangent representations
- A survey of numerical algorithms that can solve the Lasso problems
- Least angle regression for model selection
- Homotopic policy mirror descent: policy convergence, algorithmic regularization, and improved sample complexity
- Using differential geometry for sparse high-dimensional risk regression models
- Survival analysis using a 5-step stratified testing and amalgamation routine (5-STAR) in randomized clinical trials
- Variable selection for censored data using modified correlation adjusted correlation (MCAR) scores
- Variable selection for discrete survival model with frailty in presence of left truncation and right censoring: studying association of environmental toxicants on time-to-pregnancy
- Regularization for electricity price forecasting
- Forward selection and estimation in high dimensional single index models
- Sparsified simultaneous confidence intervals for high-dimensional linear models
- Variable selection for distribution-free models for longitudinal zero-inflated count responses
- Nonparametric survival analysis using Bayesian additive regression trees (BART)
- Large-scale parametric survival analysis
- Penalty free variable selection for high-dimensional linear models
- Covariate dimension reduction for survival data via the Gaussian process latent variable model
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- A communication-efficient method for generalized linear regression with ℓ 0 regularization
- Multivariate approaches to investigate the home and away behavior of football teams playing football matches
- Revisiting linear machine learning through the perspective of inverse problems
- Optimising precision and power by machine learning in randomised trials with ordinal and time-to-event outcomes with an application to COVID-19
- Stochastic gradient Langevin dynamics for (weakly) log-concave posterior distributions
- Robust adaptive Lasso in high-dimensional logistic regression
- Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection
- Radial basis function network learning using localized generalization error bound
- On the use of the hurdle LASSO for modeling excess zero count data
- APPLE: approximate path for penalized likelihood estimators
- Another look at linear programming for feature selection via methods of regularization
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