Pages that link to "Item:Q2856545"
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The following pages link to Variable selection via the weighted group lasso for factor analysis models (Q2856545):
Displayed 10 items.
- Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
- Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
- A deep learning algorithm for high-dimensional exploratory item factor analysis (Q823855) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Parsimonious Bayesian factor analysis for modelling latent structures in spectroscopy data (Q2080755) (← links)
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case (Q2318820) (← links)
- Globally sparse and locally dense signal recovery for compressed sensing (Q2410784) (← links)
- Simultaneous variable and factor selection via sparse group lasso in factor analysis (Q5107489) (← links)
- Assuming independence in spatial latent variable models: Consequences and implications of misspecification (Q6055531) (← links)
- Structural factor equation models for causal network construction via directed acyclic mixed graphs (Q6074501) (← links)