Relaxed Lasso
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Cites work
- A Statistical View of Some Chemometrics Regression Tools
- Asymptotics for Lasso-type estimators.
- Better Subset Regression Using the Nonnegative Garrote
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Nonconcave penalized likelihood with a diverging number of parameters.
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Square root penalty: Adaption to the margin in classification and in edge estimation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(only showing first 100 items - show all)- High-dimensional classification using features annealed independence rules
- Lasso-type recovery of sparse representations for high-dimensional data
- Editorial: Statistical learning methods including dimensionality reduction
- High-dimensional additive modeling
- Nearly unbiased variable selection under minimax concave penalty
- Interquantile shrinkage and variable selection in quantile regression
- Stabilizing the Lasso against cross-validation variability
- Monotone splines Lasso
- Degrees of freedom for piecewise Lipschitz estimators
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Moderately clipped Lasso
- Feature selection and tumor classification for microarray data using relaxed Lasso and generalized multi-class support vector machine
- Improving the prediction performance of the Lasso by subtracting the additive structural noises
- Sparse kernel learning with LASSO and Bayesian inference algorithm
- On the sensitivity of the Lasso to the number of predictor variables
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Thresholding-based iterative selection procedures for model selection and shrinkage
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
- Sign-constrained least squares estimation for high-dimensional regression
- Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE)
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Bootstrapping multiple linear regression after variable selection
- Smoothly adaptively centered ridge estimator
- Penalized robust estimators in sparse logistic regression
- Why Lasso, ridge regression, and EN: explanation based on soft computing
- Penalized and constrained LAD estimation in fixed and high dimension
- Clustering, multicollinearity, and singular vectors
- Robust error density estimation in ultrahigh dimensional sparse linear model
- High-dimensional regression with potential prior information on variable importance
- Projective inference in high-dimensional problems: prediction and feature selection
- Prediction error after model search
- A two-step method for estimating high-dimensional Gaussian graphical models
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- A discussion on practical considerations with sparse regression methodologies
- Discussion of ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
- Network classification with applications to brain connectomics
- Lasso meets horseshoe: a survey
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- On Lasso refitting strategies
- Lasso and probabilistic inequalities for multivariate point processes
- High dimensional single index models
- A group VISA algorithm for variable selection
- On the impact of model selection on predictor identification and parameter inference
- An extended variable inclusion and shrinkage algorithm for correlated variables
- D-trace estimation of a precision matrix using adaptive lasso penalties
- High-dimensional generalized linear models and the lasso
- Multi-stage convex relaxation for feature selection
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models
- Empirical likelihood test for high dimensional linear models
- Stochastic identification of malware with dynamic traces
- Lazy lasso for local regression
- On the robustness of the generalized fused Lasso to prior specifications
- A novel elastic net-based NGBMC(1,n) model with multi-objective optimization for nonlinear time series forecasting
- Sparse regression with multi-type regularized feature modeling
- Sparse estimation technique for digital pre-distortion of impedance-mismatched power amplifiers
- Nonparametric Statistics and High/Infinite Dimensional Data
- Detection of gene-gene interactions using multistage sparse and low-rank regression
- Variable selection for semiparametric regression models with iterated penalisation
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- A rank-corrected procedure for matrix completion with fixed basis coefficients
- SLASSO: a scaled LASSO for multicollinear situations
- A component Lasso
- Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies
- Statistical significance in high-dimensional linear models
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Correlated variables in regression: clustering and sparse estimation
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Two tales of variable selection for high dimensional regression: Screening and model building
- Variable Selection With Second-Generation P-Values
- Bayesian reciprocal LASSO quantile regression
- MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression
- Ensemble of penalized logistic models for classification of high-dimensional data
- Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization
- Variable selection approach for zero-inflated count data via adaptive Lasso
- RandGA: injecting randomness into parallel genetic algorithm for variable selection
- Independently interpretable Lasso for generalized linear models
- Stochastic correlation coefficient ensembles for variable selection
- High dimensional forecasting via interpretable vector autoregression
- Randomization as regularization: a degrees of freedom explanation for random forest success
- Comparison of lasso type estimators for high-dimensional data
- Beyond support in two-stage variable selection
- The pre-image problem for Laplacian eigenmaps utilizing L₁ regularization with applications to data fusion
- A comparison of the Lasso and marginal regression
- Empirical comparison study of approximate methods for structure selection in binary graphical models
- Improved variable selection with forward-lasso adaptive shrinkage
- Random lasso
- Sparse modeling of categorial explanatory variables
- A Bayesian lasso via reversible-jump MCMC
- Lasso regression: estimation and shrinkage via the limit of Gibbs sampling
- On the Effect and Remedies of Shrinkage on Classification Probability Estimation
- Markov Neighborhood Regression for High-Dimensional Inference
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
- Nonlinear mediation analysis with high‐dimensional mediators whose causal structure is unknown
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates
- Variables selection using \(\mathcal{L}_0\) penalty
- scientific article; zbMATH DE number 7750672 (Why is no real title available?)
- Multiscale hierarchical decomposition methods for ill-posed problems
- Bootstrapping some GLM and survival regression variable selection estimators
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