Regularization in statistics
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Recommendations
- Covariance-regularized regression and classification for high dimensional problems
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Regularization and Variable Selection Via the Elastic Net
- Regularization for high-dimensional covariance matrix
- Covariance regularization by thresholding
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 1057566 (Why is no real title available?)
- scientific article; zbMATH DE number 1064642 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 893887 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- scientific article; zbMATH DE number 3100841 (Why is no real title available?)
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A well-conditioned estimator for large-dimensional covariance matrices
- Applied regression analysis bibliography update 1994-97
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment
- Bayes Factors
- Bayesian analysis of covariance matrices and dynamic models for longitudinal data
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
- Boosting for high-dimensional linear models
- Boosting with early stopping: convergence and consistency
- Bootstrap Inference for a First-Order Autoregression with Positive Innovations
- Bootstrap methods: another look at the jackknife
- Characteristic vectors of bordered matrices with infinite dimensions
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Consistent variable selection in high dimensional regression via multiple testing
- Convergence rates for parametric components in a partly linear model
- Covariance matrix selection and estimation via penalised normal likelihood
- Empirical Bayes selection of wavelet thresholds
- Estimating the dimension of a model
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Gaussian model selection
- Heuristics of instability and stabilization in model selection
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Large sample confidence regions based on subsamples under minimal assumptions
- Least angle regression. (With discussion)
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Minimax estimation via wavelet shrinkage
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric estimation of large covariance matrices of longitudinal data
- On Estimation of a Probability Density Function and Mode
- On Non-Parametric Estimates of Density Functions and Regression Curves
- On blocking rules for the bootstrap with dependent data
- On prediction of individual sequences
- On the Bayes-risk consistency of regularized boosting methods.
- On the distribution of the largest eigenvalue in principal components analysis
- Optimal aggregation of classifiers in statistical learning.
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- Prediction by Supervised Principal Components
- Regularization and Variable Selection Via the Elastic Net
- Remarks on Some Nonparametric Estimates of a Density Function
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust confidence bounds for extreme upper quantiles
- Smooth discrimination analysis
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Some theory for generalized boosting algorithms
- Sparse boosting
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Statistical predictor identification
- The Estimation of Prediction Error
- The bootstrap and Edgeworth expansion
- The elements of statistical learning. Data mining, inference, and prediction
- The jackknife and the bootstrap for general stationary observations
- The strong limits of random matrix spectra for sample matrices of independent elements
- Universal coding, information, prediction, and estimation
- Variable Selection and Model Building via Likelihood Basis Pursuit
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection using MM algorithms
- When does bootstrap work! Asymptotic results and simulations
Cited in
(36)- Qualitative assumptions and regularization in high-dimensional statistics. Abstracts from the workshop held November 5--11, 2006.
- Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey
- Model-free model-fitting and predictive distributions
- A proximal dual semismooth Newton method for zero-norm penalized quantile regression estimator
- Semiparametric detection of significant activation for brain fMRI
- Nonparametric estimation of the anisotropic probability density of mixed variables
- Inferring large graphs using \(\ell_1\)-penalized likelihood
- Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
- Joint adaptive mean-variance regularization and variance stabilization of high dimensional data
- Adaptive robust variable selection
- Variable selection using \(L_q\) penalties
- An entropic estimator for linear inverse problems
- Bayesian regularization for flexible baseline hazard functions in Cox survival models
- Penalized Independence Rule for Testing High-Dimensional Hypotheses
- Quasi-interpolation for multivariate density estimation on bounded domain
- Introduction to the special issue on sparsity and regularization methods
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
- Elastic net penalized quantile regression model
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
- Prediction-based regularization using data augmented regression
- Penalized profiled semiparametric estimating functions
- Regularization of distributions
- On the interplay between entropy and robustness of gene regulatory networks
- Supervised classification of geometrical objects by integrating currents and functional data analysis
- Optimality and regularization properties of quasi-interpolation: deterministic and stochastic approaches
- Regularization of case-specific parameters for robustness and efficiency
- Moving force identification based on group Lasso and compressed sensing
- Regularized learning in bioinformatics
- Distributed modal identification using restricted auto regressive models
- Rapid penalized likelihood-based outlier detection via heteroskedasticity test
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Regularized optimization in statistical learning: a Bayesian perspective
- Some equivalence relationships of regularized regressions
- Ridge estimation of inverse covariance matrices from high-dimensional data
- A unified approach to model selection and sparse recovery using regularized least squares
- An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
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