scientific article; zbMATH DE number 5056241
From MaRDI portal
zbMath1096.62076MaRDI QIDQ5488701
Yuwon Kim, Jinseog Kim, Yongdai Kim
Publication date: 22 September 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Group variable selection for relative error regression, Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve, Objective Bayesian group variable selection for linear model, Modeling Nonstationarity in Space and Time, Network-based sparse Bayesian classification, Optimal subgradient algorithms for large-scale convex optimization in simple domains, Sparse convex optimization toolkit: a mixed-integer framework, A convex-Nonconvex strategy for grouped variable selection, Consistent group selection in high-dimensional linear regression, Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization, Inferring multiple graphical structures, On the asymptotic properties of the group lasso estimator for linear models, Compressed sensing of color images, Construction of disease risk scoring systems using logistic group lasso: application to porcine reproductive and respiratory syndrome survey data, Logistic regression: from art to science, Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms, Adaptive group Lasso for high-dimensional generalized linear models, High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression, Least angle and \(\ell _{1}\) penalized regression: a review, Bridge regression: adaptivity and group selection, A flexible shrinkage operator for fussy grouped variable selection, A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers, Some theoretical results on the grouped variables Lasso, Logistic regression with weight grouping priors, ROS regression: integrating regularization with optimal scaling regression, Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates, Bi-selection in the high-dimensional additive hazards regression model, The Group Lasso for Logistic Regression, Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria, AIC for the group Lasso in generalized linear models, Sparse optimization for nonconvex group penalized estimation, Input selection and shrinkage in multiresponse linear regression, SCAD-penalized regression in high-dimensional partially linear models, Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors, High-dimensional additive modeling, The composite absolute penalties family for grouped and hierarchical variable selection