The following pages link to Sparse Additive Models (Q4632616):
Displaying 50 items.
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- A simple measure of conditional dependence (Q128731) (← 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)
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334) (← links)
- Additive model selection (Q513754) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Continuously dynamic additive models for functional data (Q739578) (← links)
- Learning non-parametric basis independent models from point queries via low-rank methods (Q741260) (← links)
- Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
- Variable selection in multivariate linear models for functional data via sparse regularization (Q830251) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- P-splines with an \(\ell_1\) penalty for repeated measures (Q1616325) (← links)
- Penalized likelihood and Bayesian function selection in regression models (Q1621251) (← links)
- Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
- Monotone splines Lasso (Q1623607) (← links)
- Logitboost autoregressive networks (Q1654262) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- Error analysis for coefficient-based regularized regression in additive models (Q1698243) (← links)
- Regression with stagewise minimization on risk function (Q1727927) (← links)
- Improving the prediction performance of the Lasso by subtracting the additive structural noises (Q1729359) (← links)
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality (Q1737706) (← links)
- Testing if a nonlinear system is additive or not (Q1737916) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates (Q1757685) (← links)
- Empirical Bayes oracle uncertainty quantification for regression (Q1996760) (← links)
- Learning general sparse additive models from point queries in high dimensions (Q2007617) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Interpretable machine learning: fundamental principles and 10 grand challenges (Q2074414) (← links)
- Nonparametric variable screening for multivariate additive models (Q2079611) (← links)
- Generalization bounds for sparse random feature expansions (Q2105118) (← links)
- Nonparametric and high-dimensional functional graphical models (Q2106795) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Estimation of undirected graph with finite mixture of nonparanormal distribution (Q2241476) (← links)
- A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Additive models with trend filtering (Q2284363) (← links)
- Sure independence screening in ultrahigh dimensional generalized additive models (Q2317245) (← links)
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression (Q2326065) (← links)
- Doubly penalized estimation in additive regression with high-dimensional data (Q2328052) (← links)
