Pages that link to "Item:Q2500458"

The following pages link to High-dimensional graphs and variable selection with the Lasso (Q2500458):

Displaying 50 items.

• Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
• A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
• Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
• On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
• A general algorithm for covariance modeling of discrete data (Q113808) (← links)
• Selection by partitioning the solution paths (Q114375) (← links)
• Transfer Learning under High-dimensional Generalized Linear Models (Q115205) (← links)
• Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
• Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
• Latent variable graphical model selection via convex optimization (Q132216) (← links)
• Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
• Flexible and Interpretable Models for Survival Data (Q144105) (← links)
• Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
• Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
• Higher criticism for large-scale inference, especially for rare and weak effects (Q254401) (← links)
• A focused information criterion for graphical models in fMRI connectivity with high-dimensional data (Q262408) (← links)
• Worst possible sub-directions in high-dimensional models (Q268764) (← links)
• Influence measures and stability for graphical models (Q272066) (← links)
• Bayesian structure learning in sparse Gaussian graphical models (Q273578) (← links)
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
• Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
• Best subset selection via a modern optimization lens (Q282479) (← links)
• Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
• Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
• Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
• On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks (Q306638) (← links)
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
• A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
• Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
• Strong consistency of Lasso estimators (Q354203) (← links)
• Learning loopy graphical models with latent variables: efficient methods and guarantees (Q355078) (← links)
• Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
• Statistical significance in high-dimensional linear models (Q373525) (← links)
• Multivariate Bernoulli distribution (Q373541) (← links)
• Stability (Q373542) (← links)
• Recovering networks from distance data (Q374126) (← links)
• Penalized profiled semiparametric estimating functions (Q377668) (← links)
• On constrained and regularized high-dimensional regression (Q380022) (← links)
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)