Pages that link to "Item:Q1951794"

The following pages link to Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794):

Displaying 40 items.

• The first-order necessary conditions for sparsity constrained optimization (Q259127) (← links)
• Simultaneous variable selection and de-coarsening in multi-path change-point models (Q272078) (← links)
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization (Q391843) (← links)
• Discussion of ``Correlated variables in regression: clustering and sparse estimation'' (Q394081) (← links)
• Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790) (← links)
• SPADES and mixture models (Q988014) (← links)
• A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
• Estimating networks with jumps (Q1950892) (← links)
• Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances (Q1951793) (← links)
• Dimension reduction and variable selection in case control studies via regularized likelihood optimization (Q1952024) (← links)
• Self-concordant analysis for logistic regression (Q1952060) (← links)
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
• Graphical-model based high dimensional generalized linear models (Q2044367) (← links)
• Adaptive log-density estimation (Q2131904) (← links)
• Sliding window strategy for convolutional spike sorting with Lasso. Algorithm, theoretical guarantees and complexity (Q2145675) (← links)
• Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors (Q2154741) (← links)
• Variable selection for sparse logistic regression (Q2202033) (← links)
• Tuning parameter calibration for \(\ell_1\)-regularized logistic regression (Q2317308) (← links)
• On model selection consistency of regularized M-estimators (Q2340872) (← links)
• Innovated interaction screening for high-dimensional nonlinear classification (Q2352740) (← links)
• A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488) (← links)
• The degrees of freedom of partly smooth regularizers (Q2409395) (← links)
• A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization (Q2431337) (← links)
• Lasso regression in sparse linear model with \(\varphi\)-mixing errors (Q2682345) (← links)
• New estimation and feature selection methods in mixture-of-experts models (Q3086511) (← links)
• Concentration Inequalities for Statistical Inference (Q3380883) (← links)
• The information detection for the generalized additive model (Q5036871) (← links)
• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection (Q5037823) (← links)
• (Q5053228) (← links)
• (Q5053279) (← links)
• Nonlinear Variable Selection via Deep Neural Networks (Q5066407) (← links)
• Overlapping group lasso for high-dimensional generalized linear models (Q5076945) (← links)
• On estimation error bounds of the Elastic Net when <i>p</i> ≫ <i>n</i> (Q5089920) (← links)
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
• Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm (Q6065672) (← links)
• A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
• Variable selection for generalized linear model with highly correlated covariates (Q6580088) (← links)
• FDR control and power analysis for high-dimensional logistic regression via Stabkoff (Q6581292) (← links)
• Variable selection in binary logistic regression for modelling bankruptcy risk (Q6615795) (← links)