Pages that link to "Item:Q5450461"
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The following pages link to Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR (Q5450461):
Displaying 50 items.
- OSCAR (Q15560) (← links)
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- Tree-Structured Clustering in Fixed Effects Models (Q137408) (← links)
- Feature screening in large scale cluster analysis (Q153097) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Structure identification in panel data analysis (Q292885) (← links)
- Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
- Shrinkage and variable selection by polytopes (Q643373) (← links)
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- The structured elastic net for quantile regression and support vector classification (Q746191) (← links)
- Another look at linear programming for feature selection via methods of regularization (Q746339) (← links)
- Feature-aware regularization for sparse online learning (Q893629) (← links)
- Bayesian regularization via graph Laplacian (Q899032) (← links)
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
- Bayesian variable selection for correlated covariates via colored cliques (Q1621667) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- Robust group identification and variable selection in regression (Q1658186) (← links)
- Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
- Regression adjustment for treatment effect with multicollinearity in high dimensions (Q1727920) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Graph-induced restricted Boltzmann machines for document modeling (Q1750503) (← links)
- A class of model averaging estimators (Q1787243) (← links)
- Sparse regression with exact clustering (Q1952092) (← links)
- Graphical-model based high dimensional generalized linear models (Q2044367) (← links)
- Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems (Q2070400) (← links)
- Fundamental barriers to high-dimensional regression with convex penalties (Q2119224) (← links)
- Proximal operator for the sorted \(\ell_1\) norm: application to testing procedures based on SLOPE (Q2156800) (← links)
- Screening for a reweighted penalized conditional gradient method (Q2165597) (← links)
- Geological facies recovery based on weighted \(\ell_1\)-regularization (Q2198925) (← links)
- A clustering-based feature selection method for automatically generated relational attributes (Q2241179) (← links)
- Penalized regression combining the \( L_{1}\) norm and a correlation based penalty (Q2253826) (← links)
- Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)
- Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
- MCEN: a method of simultaneous variable selection and clustering for high-dimensional multinomial regression (Q2302492) (← links)
- A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression (Q2324174) (← links)
- Quantile-regression-based clustering for panel data (Q2330746) (← links)
- An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516) (← links)
- A graph Laplacian prior for Bayesian variable selection and grouping (Q2416741) (← links)
- Graph-based sparse linear discriminant analysis for high-dimensional classification (Q2418517) (← links)
- Some properties of generalized fused Lasso and its applications to high dimensional data (Q2515849) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- Graph structured sparse subset selection (Q2662712) (← links)
- Network‐Based Penalized Regression With Application to Genomic Data (Q2861942) (← links)
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
- Biclustering via Sparse Singular Value Decomposition (Q3076038) (← links)
- Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models (Q3121567) (← links)
- Confounder selection via penalized credible regions (Q3465362) (← links)
- Incorporating Predictor Network in Penalized Regression with Application to Microarray Data (Q3576923) (← links)
- Simultaneous Factor Selection and Collapsing Levels in ANOVA (Q3623754) (← links)
