scout
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Software:23996
swMATH12062CRANscoutMaRDI QIDQ23996FDOQ23996
Implements the Scout Method for Covariance-Regularized Regression
Last update: 10 July 2015
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.4
Source code repository: https://github.com/cran/scout
Cited In (32)
- Prediction in abundant high-dimensional linear regression
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Partitioning predictors in multivariate regression models
- Covariance estimation: the GLM and regularization perspectives
- An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
- Transposable regularized covariance models with an application to missing data imputation
- Ridge estimation of inverse covariance matrices from high-dimensional data
- A multilevel framework for sparse optimization with application to inverse covariance estimation and logistic regression
- Feature selection in omics prediction problems using cat scores and false nondiscovery rate control
- Fitting Laplacian regularized stratified Gaussian models
- Title not available (Why is that?)
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor
- Random matrix theory in statistics: a review
- Bayesian Estimation of Gaussian Conditional Random Fields
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Greedy Gaussian segmentation of multivariate time series
- On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
- Missing values: sparse inverse covariance estimation and an extension to sparse regression
- \( \mathcal{G} \)-LIME: statistical learning for local interpretations of deep neural networks using global priors
- Hard thresholding regression
- Sparse causality network retrieval from short time series
- Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution
- Bayesian shrinkage methods for partially observed data with many predictors
- AgFlow: fast model selection of penalized PCA via implicit regularization effects of gradient flow
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
- Sparse regularized discriminant analysis with application to microarrays
- Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference
- Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
- Title not available (Why is that?)
- Varying coefficient linear discriminant analysis for dynamic data
- A method for generating realistic correlation matrices
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