Tuning-free ridge estimators for high-dimensional generalized linear models
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- A practical scheme and fast algorithm to tune the Lasso with optimality guarantees
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Cited in
(6)- A small-sample choice of the tuning parameter in ridge regression
- Efficient estimates in regression models with highly correlated covariates
- Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction
- Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis
- Tuning parameter calibration for personalized prediction in medicine
- Sample-specific cooperative learning integrating heterogeneous radiomics and pathomics data
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