Pages that link to "Item:Q4504955"

The following pages link to A new approach to variable selection in least squares problems (Q4504955):

Displaying 50 items.

• Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
• Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
• A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
• Removal of mixed Gaussian and impulse noise using directional tensor product complex tight framelets (Q268699) (← links)
• Forecasting economic time series using targeted predictors (Q299223) (← links)
• Nonlinear spectral analysis via one-homogeneous functionals: overview and future prospects (Q334283) (← links)
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions (Q349012) (← links)
• ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals (Q372857) (← links)
• Sparse conjugate directions pursuit with application to fixed-size kernel models (Q413891) (← links)
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
• Boosting algorithms: regularization, prediction and model fitting (Q449780) (← links)
• An infeasible-point subgradient method using adaptive approximate projections (Q461434) (← links)
• Path following in the exact penalty method of convex programming (Q493687) (← links)
• A coordinate gradient descent method for \(\ell_{1}\)-regularized convex minimization (Q535291) (← links)
• A non-adapted sparse approximation of PDEs with stochastic inputs (Q543721) (← links)
• Adaptive Dantzig density estimation (Q629798) (← links)
• Inferring multiple graphical structures (Q637986) (← links)
• L1Packv2: A Mathematica package for minimizing an \(\ell _{1}\)-penalized functional (Q711066) (← links)
• Linear convergence of iterative soft-thresholding (Q734951) (← links)
• A constrained optimization reformulation and a feasible descent direction method for \(L_{1/2}\) regularization (Q742307) (← links)
• Bayesian adaptive Lasso (Q743993) (← links)
• APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
• Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337) (← links)
• Another look at linear programming for feature selection via methods of regularization (Q746339) (← links)
• Accelerating gradient projection methods for \(\ell _1\)-constrained signal recovery by steplength selection rules (Q837553) (← links)
• Construction, management, and performance of sparse Markowitz portfolios (Q905387) (← links)
• On solving \(L_{q}\)-penalized regressions (Q933880) (← links)
• One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← 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)
• Projected gradient approach to the numerical solution of the SCoTLASS (Q959150) (← links)
• Structured variable selection and estimation (Q965141) (← links)
• Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
• When do stepwise algorithms meet subset selection criteria? (Q995431) (← links)
• Input selection and shrinkage in multiresponse linear regression (Q1020828) (← links)
• The composite absolute penalties family for grouped and hierarchical variable selection (Q1043749) (← links)
• Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
• A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints (Q1639715) (← links)
• Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models (Q1659358) (← links)
• Noise-robust semi-supervised learning via fast sparse coding (Q1677083) (← links)
• Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework (Q1712546) (← links)
• Efficient LED-SAC sparse estimator using fast sequential adaptive coordinate-wise optimization (LED-2SAC) (Q1718121) (← links)
• Level-set methods for convex optimization (Q1739042) (← links)
• Efficient histogram dictionary learning for text/image modeling and classification (Q1741297) (← links)
• Least angle regression. (With discussion) (Q1879940) (← links)
• Model selection via standard error adjusted adaptive Lasso (Q1934485) (← links)
• The Lasso problem and uniqueness (Q1951165) (← links)
• Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794) (← links)
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
• Complexity and applications of the homotopy principle for uniformly constrained sparse minimization (Q2019907) (← links)