Sparse functional linear models via calibrated concave-convex procedure

Cites Work

Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
The Adaptive Lasso and Its Oracle Properties
Functional data analysis.
Extended Bayesian information criteria for model selection with large model spaces
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Title not available (Why is that?)
The Concave-Convex Procedure
Model Selection and Estimation in Regression with Grouped Variables
Network exploration via the adaptive LASSO and SCAD penalties
On varying-coefficient independence screening for high-dimensional varying-coefficient models
Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
Smoothly clipped absolute deviation on high dimensions
Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
Identifiability in penalized function-on-function regression models
Calibrating nonconvex penalized regression in ultra-high dimension
Functional mixed effects models
CLT in functional linear regression models
Global optimality of nonconvex penalized estimators
The function-on-scalar LASSO with applications to longitudinal GWAS
Sparse optimization for nonconvex group penalized estimation
Sparse graphical models via calibrated concave convex procedure with application to fMRI data
Nonparametric inference for functional‐on‐scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament
Variable selection in function-on-scalar regression
Fast function-on-scalar regression with penalized basis expansions

This page was built for publication: Sparse functional linear models via calibrated concave-convex procedure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6548545)