Pages that link to "Item:Q5963816"

The following pages link to A fast unified algorithm for solving group-lasso penalize learning problems (Q5963816):

Displaying 49 items.

• A user-guided Bayesian framework for ensemble feature selection in life science applications (UBayFS) (Q71870) (← links)
• Additive model selection (Q513754) (← links)
• Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
• High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165) (← links)
• Simultaneous nonparametric regression in RADWT dictionaries (Q1727921) (← links)
• Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE) (Q2044238) (← links)
• Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors (Q2058906) (← links)
• Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
• Group penalized quantile regression (Q2082458) (← links)
• Covariate-adjusted inference for differential analysis of high-dimensional networks (Q2121714) (← links)
• Regularized high dimension low tubal-rank tensor regression (Q2137811) (← links)
• A statistical pipeline for identifying physical features that differentiate classes of 3D shapes (Q2245140) (← links)
• Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)
• Quantile regression with group Lasso for classification (Q2418274) (← links)
• Graph-based sparse linear discriminant analysis for high-dimensional classification (Q2418517) (← links)
• The fused Kolmogorov filter: a nonparametric model-free screening method (Q2515487) (← links)
• Promoting variable effect consistency in mixture cure model for credit scoring (Q2669883) (← links)
• Loss amount prediction from textual data using a double GLM with shrinkage and selection (Q2677931) (← links)
• Covariate selection with group lasso and doubly robust estimation of causal effects (Q3119797) (← links)
• (Q4558476) (← links)
• ISLET: Fast and Optimal Low-Rank Tensor Regression via Importance Sketching (Q5027035) (← links)
• Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data (Q5040521) (← links)
• Variable Selection with Multiply-Imputed Datasets: Choosing Between Stacked and Grouped Methods (Q5057238) (← links)
• Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors (Q5066449) (← links)
• A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer (Q5072590) (← links)
• Structured sparse support vector machine with ordered features (Q5073382) (← links)
• The cluster correlation-network support vector machine for high-dimensional binary classification (Q5107375) (← links)
• (Q5149262) (← links)
• Iteratively Reweighted Group Lasso Based on Log-Composite Regularization (Q5161764) (← links)
• Computation of second-order directional stationary points for group sparse optimization (Q5210743) (← links)
• Allocation Strategies for High Fidelity Models in the Multifidelity Regime (Q5228354) (← links)
• Group screening for ultra-high-dimensional feature under linear model (Q5880025) (← links)
• Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
• Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models (Q5881076) (← links)
• High-dimensional expectile regression incorporating graphical structure among predictors (Q5887973) (← links)
• Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data (Q6089202) (← links)
• Fast multiscale functional estimation in optimal EMG placement for robotic prosthesis controllers (Q6143171) (← links)
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)
• Variable selection for nonparametric additive Cox model with interval‐censored data (Q6149261) (← links)
• Accelerated gradient methods for sparse statistical learning with nonconvex penalties (Q6494394) (← links)
• Non-convex penalized multitask regression using data depth-based penalties (Q6541446) (← links)
• Group sparse structural smoothing recovery: model, statistical properties and algorithm (Q6570353) (← links)
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
• Incorporating Graphical Structure of Predictors in Sparse Quantile Regression (Q6617798) (← links)
• Functional multivariable logistic regression with an application to HIV viral suppression prediction (Q6625485) (← links)
• A tutorial on individualized treatment effect prediction from randomized trials with a binary endpoint (Q6628296) (← links)
• High-Dimensional Cost-constrained Regression Via Nonconvex Optimization (Q6631045) (← links)
• DDAC-SpAM: A Distributed Algorithm for Fitting High-dimensional Sparse Additive Models with Feature Division and Decorrelation (Q6631694) (← links)
• A proximal-gradient method for problems with overlapping group-sparse regularization: support identification complexity (Q6641006) (← links)