Pages that link to "Item:Q2225312"

The following pages link to Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons (Q2225312):

Displaying 38 items.

• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
• Robust subset selection (Q2076115) (← links)
• New bounds for subset selection from conic relaxations (Q2076815) (← links)
• Dismemberment and design for controlling the replication variance of regret for the multi-armed bandit (Q2081727) (← links)
• Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
• Sparse regression at scale: branch-and-bound rooted in first-order optimization (Q2097642) (← links)
• A literature review of (Sparse) exponential family PCA (Q2136031) (← links)
• Clustering, multicollinearity, and singular vectors (Q2143037) (← links)
• Predicting the equity market risk premium: a model selection approach (Q2158352) (← links)
• Robust grouped variable selection using distributionally robust optimization (Q2159460) (← links)
• Stacked grenander and rearrangement estimators of a discrete distribution (Q2168084) (← links)
• Sparse regression: scalable algorithms and empirical performance (Q2225311) (← links)
• Rejoinder: ``Sparse regression: scalable algorithms and empirical performance'' (Q2225319) (← links)
• An offline/online procedure for dual norm calculations of parameterized functionals: empirical quadrature and empirical test spaces (Q2305537) (← links)
• (Q5011563) (← links)
• Variable Selection With Second-Generation <i>P</i>-Values (Q5050808) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• Nonlinear Iterative Hard Thresholding for Inverse Scattering (Q5108466) (← links)
• (Q5158710) (← links)
• (Q5159402) (← links)
• Simultaneous feature selection and outlier detection with optimality guarantees (Q6055709) (← links)
• Subset Selection for Linear Mixed Models (Q6055757) (← links)
• Variables selection using \(\mathcal{L}_0\) penalty (Q6071717) (← links)
• (Q6073211) (← links)
• Comparing Bayesian variable selection to Lasso approaches for applications in psychology (Q6080774) (← links)
• Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression (Q6115528) (← links)
• An automated exact solution framework towards solving the logistic regression best subset selection problem (Q6150320) (← links)
• Optimal learning (Q6151544) (← links)
• A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730) (← links)
• Distributed primal outer approximation algorithm for sparse convex programming with separable structures (Q6173959) (← links)
• Subset Selection and the Cone of Factor-Width-<i>k</i> Matrices (Q6195312) (← links)
• COMBSS: best subset selection via continuous optimization (Q6494417) (← links)
• Bayesian outcome selection modeling (Q6548812) (← links)
• Predictive stability criteria for penalty selection in linear models (Q6567444) (← links)
• Computation and analysis of change points with different jump locations in high-dimensional regression (Q6579394) (← links)
• Variable selection in linear regression models: choosing the best subset is not always the best choice (Q6625369) (← links)
• Post-estimation shrinkage in full and selected linear regression models in low-dimensional data revisited (Q6649361) (← links)