Pages that link to "Item:Q2426617"
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The following pages link to High-dimensional generalized linear models and the lasso (Q2426617):
Displayed 50 items.
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← 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)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Group selection in high-dimensional partially linear additive models (Q424816) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- The Dantzig selector and sparsity oracle inequalities (Q605023) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Generalization of constraints for high dimensional regression problems (Q645414) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Some sharp performance bounds for least squares regression with \(L_1\) regularization (Q834334) (← links)
- Sparsity in penalized empirical risk minimization (Q838303) (← links)
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models (Q939651) (← links)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- SPADES and mixture models (Q988014) (← links)
- Lasso-type recovery of sparse representations for high-dimensional data (Q1002157) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Sparse recovery in convex hulls via entropy penalization (Q1018643) (← links)
- SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
- Elastic-net regularization in learning theory (Q1023403) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities (Q1930861) (← links)
- Regularizers for structured sparsity (Q1949299) (← links)
- Fixed and random effects selection in nonparametric additive mixed models (Q1950841) (← links)
- Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
- PAC-Bayesian estimation and prediction in sparse additive models (Q1951111) (← links)
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets (Q1951528) (← links)
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
- Dimension reduction and variable selection in case control studies via regularized likelihood optimization (Q1952024) (← links)
- On the conditions used to prove oracle results for the Lasso (Q1952029) (← links)
- Self-concordant analysis for logistic regression (Q1952060) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
