Pages that link to "Item:Q5965305"
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The following pages link to A selective review of group selection in high-dimensional models (Q5965305):
Displaying 50 items.
- Fast marginal likelihood estimation of penalties for group-adaptive elastic net (Q108783) (← links)
- The group exponential lasso for bi-level variable selection (Q123390) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- Finding causative genes from high-dimensional data: an appraisal of statistical and machine learning approaches (Q309421) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Empirical likelihood test for high-dimensional two-sample model (Q313106) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- Additive model selection (Q513754) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- Optimal treatment regimes for competing risk data using doubly robust outcome weighted learning with bi-level variable selection (Q830063) (← links)
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization (Q892230) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
- A random-effect model approach for group variable selection (Q1663264) (← links)
- A doubly sparse approach for group variable selection (Q1680797) (← links)
- A group adaptive elastic-net approach for variable selection in high-dimensional linear regression (Q1705570) (← links)
- High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165) (← links)
- Simultaneous nonparametric regression in RADWT dictionaries (Q1727921) (← links)
- Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
- Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
- Graphical-model based high dimensional generalized linear models (Q2044367) (← links)
- Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors (Q2058906) (← links)
- Some aspects of response variable selection and estimation in multivariate linear regression (Q2062774) (← links)
- Subgroup analysis for high-dimensional functional regression (Q2079631) (← links)
- Sparse spatially clustered coefficient model via adaptive regularization (Q2084064) (← links)
- Information criteria bias correction for group selection (Q2093122) (← links)
- Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
- Interaction identification and clique screening for classification with ultra-high dimensional discrete features (Q2129307) (← links)
- A high-dimensional M-estimator framework for bi-level variable selection (Q2135521) (← links)
- Bayesian group selection with non-local priors (Q2135854) (← links)
- Objective Bayesian group variable selection for linear model (Q2155018) (← links)
- A joint estimation approach to sparse additive ordinary differential equations (Q2172119) (← links)
- Bi-level feature selection in high dimensional AFT models with applications to a genomic study (Q2195271) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
- Classification tree algorithm for grouped variables (Q2282589) (← links)
- Robust finite mixture regression for heterogeneous targets (Q2287712) (← links)
- Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)
- AIC for the group Lasso in generalized linear models (Q2303501) (← links)
- A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
- Adaptive fused LASSO in grouped quantile regression (Q2323263) (← links)
- High-dimensional generalized linear models incorporating graphical structure among predictors (Q2326055) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
- Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)