Pages that link to "Item:Q1043749"

The following pages link to The composite absolute penalties family for grouped and hierarchical variable selection (Q1043749):

Displaying 50 items.

• Truncated estimation in functional generalized linear regression models (Q107122) (← links)
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
• An analysis of penalized interaction models (Q282572) (← links)
• Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
• A lasso for hierarchical interactions (Q366961) (← links)
• Regression with outlier shrinkage (Q394109) (← links)
• Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
• Discussion about ``Grouping strategies and thresholding for high dimensional linear models'' (Q394556) (← links)
• A distributed algorithm for fitting generalized additive models (Q402192) (← links)
• Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data (Q429611) (← links)
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
• An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
• Smoothing proximal gradient method for general structured sparse regression (Q439167) (← links)
• Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
• Proximal methods for the latent group lasso penalty (Q457209) (← links)
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
• Additive model selection (Q513754) (← links)
• Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
• Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping (Q714367) (← links)
• Sparse regression using mixed norms (Q734328) (← links)
• Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
• Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
• Bayesian adaptive Lasso (Q743993) (← links)
• The structured elastic net for quantile regression and support vector classification (Q746191) (← links)
• Another look at linear programming for feature selection via methods of regularization (Q746339) (← links)
• Multi-species distribution modeling using penalized mixture of regressions (Q746675) (← links)
• An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint (Q777839) (← links)
• Sparse hierarchical regression with polynomials (Q782451) (← links)
• Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation (Q892458) (← links)
• Structured variable selection and estimation (Q965141) (← links)
• Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer (Q977622) (← links)
• Toward a theory of molecular computing (Q1292571) (← links)
• Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
• P-splines with an \(\ell_1\) penalty for repeated measures (Q1616325) (← links)
• Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
• Linearized alternating direction method of multipliers for sparse group and fused Lasso models (Q1623671) (← links)
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss (Q1659013) (← links)
• Data shared Lasso: a novel tool to discover uplift (Q1659082) (← links)
• Robust groupwise least angle regression (Q1660232) (← links)
• Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
• Sparse and low-rank matrix regularization for learning time-varying Markov networks (Q1689602) (← links)
• A unified formulation for generalized oilfield development optimization (Q1702333) (← links)
• Hierarchical sparse modeling: a choice of two group Lasso formulations (Q1704702) (← links)
• A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
• Logistic regression: from art to science (Q1750250) (← links)
• A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
• Fast projections onto mixed-norm balls with applications (Q1944995) (← links)
• Regularizers for structured sparsity (Q1949299) (← links)
• Theoretical properties of the overlapping groups Lasso (Q1950815) (← links)
• Variable selection for sparse Dirichlet-multinomial regression with an application to microbiome data analysis (Q1951541) (← links)