The following pages link to (Q5251797):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis (Q97534) (← links)
- Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- Covariate-Adjusted Tensor Classification in High-Dimensions (Q131930) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Exact Spike Train Inference Via $\ell_0$ Optimization (Q152825) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Inexact proximal Newton methods for self-concordant functions (Q522088) (← links)
- \(p\)-Laplace diffusion for distance function estimation, optimal transport approximation, and image enhancement (Q669005) (← links)
- Spectral likelihood expansions for Bayesian inference (Q729504) (← links)
- Sparse hierarchical regression with polynomials (Q782451) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Mathematical optimization in classification and regression trees (Q828748) (← links)
- High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
- Variable selection in multivariate linear models for functional data via sparse regularization (Q830251) (← links)
- Dimension reduction in binary response regression: a joint modeling approach (Q830440) (← links)
- On principal components regression, random projections, and column subsampling (Q1616329) (← links)
- A general framework for association analysis of heterogeneous data (Q1621013) (← links)
- Journeys in big data statistics (Q1642408) (← links)
- Estimable group effects for strongly correlated variables in linear models (Q1644425) (← links)
- On Stein's unbiased risk estimate for reduced rank estimators (Q1650299) (← links)
- Spatial data compression via adaptive dispersion clustering (Q1662049) (← links)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso (Q1662870) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Discussion of ``On concentration for (regularized) empirical risk minimization'' by Sara van de Geer and Martin Wainwright (Q1688424) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression (Q1711594) (← links)
- Feature selection for classification models via bilevel optimization (Q1734837) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- High-dimensional asymptotics of prediction: ridge regression and classification (Q1747738) (← links)
- Bayesian variable selection for globally sparse probabilistic PCA (Q1786585) (← links)
- Flexible low-rank statistical modeling with missing data and side information (Q1799348) (← links)
- Usage of the GO estimator in high dimensional linear models (Q1995832) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- A novel convex clustering method for high-dimensional data using semiproximal ADMM (Q2004149) (← links)
- Novel sparseness-inducing dual Kalman filter and its application to tracking time-varying spatially-sparse structural stiffness changes and inputs (Q2021040) (← links)
- Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
- An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models (Q2029084) (← links)
- Lasso estimation for spherical autoregressive processes (Q2029797) (← links)
- Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality (Q2032223) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- A cost-sensitive constrained Lasso (Q2036145) (← links)
- Sparse randomized shortest paths routing with Tsallis divergence regularization (Q2036747) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
