OSCAR

swMATH3026MaRDI QIDQ15560FDOQ15560

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Described by source

• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

Cited In (58)

• SLOPE-adaptive variable selection via convex optimization
• Adaptive regularization using the entire solution surface
• Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs
• Group variable selection for data with dependent structures
• Dealing with big data: comparing dimension reduction and shrinkage regression methods
• Clustering high dimension, low sample size data using the maximal data piling distance
• Biclustering via Sparse Singular Value Decomposition
• Bayesian variable selection for correlated covariates via colored cliques
• Graphical-model based high dimensional generalized linear models
• Oracle inequalities for high-dimensional prediction
• A clustering-based feature selection method for automatically generated relational attributes
• Graph-induced restricted Boltzmann machines for document modeling
• Linear convergence of proximal incremental aggregated gradient method for nonconvex nonsmooth minimization problems
• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• Structure identification in panel data analysis
• Support vector machines with disease-gene-centric network penalty for high dimensional microarray data
• An overview of techniques for linking high‐dimensional molecular data to time‐to‐event endpoints by risk prediction models
• Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models
• Some properties of generalized fused Lasso and its applications to high dimensional data
• A new approach of subgroup identification for high-dimensional longitudinal data
• A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
• Another look at linear programming for feature selection via methods of regularization
• Max-linear regression models with regularization
• Bayesian regularization via graph Laplacian
• Homogeneity detection for the high-dimensional generalized linear model
• Robust group identification and variable selection in regression
• Graph structured sparse subset selection
• Simultaneous supervised clustering and feature selection over a graph
• Feature-aware regularization for sparse online learning
• A class of model averaging estimators
• A graph Laplacian prior for Bayesian variable selection and grouping
• Graph-based sparse linear discriminant analysis for high-dimensional classification
• Incorporating Predictor Network in Penalized Regression with Application to Microarray Data
• Confounder selection via penalized credible regions
• Asymptotic properties of concave \(L_1\)-norm group penalties
• On the grouped selection and model complexity of the adaptive elastic net
• Nonparametric homogeneity pursuit in functional-coefficient models
• A model-free variable selection method for reducing the number of redundant variables
• Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems
• Title not available (Why is that?)
• Recovering Trees with Convex Clustering
• Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions
• Shrinkage and variable selection by polytopes
• Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models
• The sparse Laplacian shrinkage estimator for high-dimensional regression
• Bayesian variable selection with shrinking and diffusing priors
• MCEN: a method of simultaneous variable selection and clustering for high-dimensional multinomial regression
• Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
• Structured sparsity through convex optimization
• Geological facies recovery based on weighted \(\ell_1\)-regularization
• Fast Bayesian model assessment for nonparametric additive regression
• Quantile-regression-based clustering for panel data
• Fundamental barriers to high-dimensional regression with convex penalties
• Permutation tests for studying classifier performance
• Pattern recovery and signal denoising by SLOPE when the design matrix is orthogonal
• Safe Rules for the Identification of Zeros in the Solutions of the SLOPE Problem
• Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates

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