Comments on: ``Wavelets in statistics: a review by A. Antoniadis
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Comments on: ``Wavelets in statistics: a review'' by A. Antoniadis (scientific article; zbMATH DE number 7253092)
Comments on: ``Wavelets in statistics: a review'' by A. Antoniadis (scientific article; zbMATH DE number 7253092)
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Cites work
- Functional data analysis
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- Hybrid Adaptive Splines
- On Local Smoothing of Nonparametric Curve Estimators
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Test of Significance When Data Are Curves
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(66)- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- B spline variable selection for the single index models
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
- Data analysis in supersaturated designs.
- An introduction to wavelets with applications to Andrews' plots
- Variable smoothing for weakly convex composite functions
- Bi-selection in the high-dimensional additive hazards regression model
- An inertial proximal partially symmetric ADMM-based algorithm for linearly constrained multi-block nonconvex optimization problems with applications
- Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization
- The empirical saddlepoint estimator
- Kurdyka-Łojasiewicz exponent via inf-projection
- Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property
- Variable selection for fixed effects varying coefficient models
- A residual-based algorithm for solving a class of structured nonsmooth optimization problems
- Asymptotic theory of the adaptive sparse group Lasso
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
- A method for augmenting supersaturated designs
- Computational and statistical analyses for robust non-convex sparse regularized regression problem
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- Sure screening by ranking the canonical correlations
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- Wavelets in probability and statistics -- a review on recent advances
- A new sparse variable selection via random-effect model
- Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
- A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression
- A rank-corrected procedure for matrix completion with fixed basis coefficients
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
- A note on the smoothing quadratic regularization method for non-Lipschitz optimization
- Skills in demand for ICT and statistical occupations: Evidence from web‐based job vacancies
- An additive Cox model for coronary heart disease study
- Nonconvex flexible sparsity regularization: theory and monotone numerical schemes
- Penalized Lq-likelihood estimators and variable selection in linear regression models
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
- A real survival analysis application via variable selection methods for Cox's proportional hazards model
- Comments on: ``Wavelets in statistics: a review by A. Antoniadis
- Truncated \(L_1\) regularized linear regression: theory and algorithm
- Model selection for logistic regression via association rules analysis
- Alternating direction method of multipliers for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction
- Penalty methods for a class of non-Lipschitz optimization problems
- Model averaging based on leave-subject-out cross-validation
- Variable selection using the EM and CEM algorithms in mixtures of linear mixed models
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates
- A decentralized smoothing quadratic regularization algorithm for composite consensus optimization with non-Lipschitz singularities
- Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization
- A linear approximate Bregman-type Peaceman-Rachford splitting method for nonconvex nonseparable optimization
- Penalized least squares for single index models
- Variable selection in multivariate regression models with measurement error in covariates
- A Relaxation Approach to Feature Selection for Linear Mixed Effects Models
- Variable selection using P-splines
- An inertial proximal splitting method with applications
- Generalized regression estimators with concave penalties and a comparison to lasso type estimators
- A class of accelerated GADMM-based method for multi-block nonconvex optimization problems
- Two linear proximal Peaceman-Rachford splitting algorithms for nonconvex and nonsmooth nonseparable optimization
- Penalized Lq-likelihood estimator and its influence function in generalized linear models
- Robust variable selection in high-dimensional nonparametric additive model
- A half-proximal symmetric splitting method for non-convex separable optimization
- Understanding asymptotic consistency and its unique advantages in large sample statistical inference
- Adaptive LASSO for general transformation models with right censored data
- Component selection and variable selection for mixture regression models
- Mixture cure semiparametric additive hazard models under partly interval censoring -- a penalized likelihood approach
- Complexity of linearized quadratic penalty for optimization with nonlinear equality constraints
- A -inertial ADMM for efficient and stable nonconvex optimization
- Nonsmooth convex-concave saddle point problems with cardinality penalties
- Consistent support recovery for high-dimensional diffusions
- Variable selection for censored data with greedy algorithm based adaptive quantile regression models
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