The Adaptive Lasso and Its Oracle Properties
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- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures
- Consistent group selection in high-dimensional linear regression
- Robust inference on average treatment effects with possibly more covariates than observations
- Robust sure independence screening for ultrahigh dimensional non-normal data
- Variable selection in linear mixed models using an extended class of penalties
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
- Automated estimation of vector error correction models
- High-dimensional generalized linear models incorporating graphical structure among predictors
- Outlyingness: which variables contribute most?
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- A penalized likelihood approach for investigating gene-drug interactions in pharmacogenetic studies
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- DASSO: Connections Between the Dantzig Selector and Lasso
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Visualization and assessment of model selection uncertainty
- Variable selection in high-dimensional quantile varying coefficient models
- Penalized joint generalized estimating equations for longitudinal binary data
- Graphical group ridge
- Tensor Regression Using Low-Rank and Sparse Tucker Decompositions
- A simple measure of conditional dependence
- Simple measures of uncertainty for model selection
- Practical variable selection for generalized additive models
- Pursuing Sources of Heterogeneity in Modeling Clustered Population
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
- An automated approach towards sparse single-equation cointegration modelling
- Automatic model selection for partially linear models
- Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Change points detection and parameter estimation for multivariate time series
- Performance guarantees for individualized treatment rules
- Variable selection in nonparametric additive models
- Statistics for big data: a perspective
- GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
- Truncated estimation in functional generalized linear regression models
- Weighted composite quantile regression for single-index models
- Determination of vector error correction models in high dimensions
- Robust transfer learning of high-dimensional generalized linear model
- Stability
- A general theory of concave regularization for high-dimensional sparse estimation problems
- High-dimensional regression with unknown variance
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Regularization and model selection with categorical predictors and effect modifiers in generalized linear models
- Learning Sparse Causal Gaussian Networks With Experimental Intervention: Regularization and Coordinate Descent
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
- A Lasso-penalized BIC for mixture model selection
- Fixed and Random Effects Selection in Mixed Effects Models
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- A selective review of group selection in high-dimensional models
- Oracle, multiple robust and multipurpose calibration in a missing response problem
- Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach
- The spike-and-slab LASSO
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- Consistent high-dimensional Bayesian variable selection via penalized credible regions
- Bayesian model selection in high-dimensional settings
- Variable selection for semiparametric varying coefficient partially linear models
- Estimation in high-dimensional linear models with deterministic design matrices
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Variable selection for varying dispersion beta regression model
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- Bayesian adaptive Lasso
- Pairwise Variable Selection for High-Dimensional Model-Based Clustering
- Penalized empirical likelihood for generalized linear models with longitudinal data
- Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- Robust regression through the Huber's criterion and adaptive lasso penalty
- On the adaptive elastic net with a diverging number of parameters
- Graphical-model based high dimensional generalized linear models
- Random lasso
- Optimal detection of heterogeneous and heteroscedastic mixtures
- Individualized Multidirectional Variable Selection
- Simultaneous variable selection and class fusion for high-dimensional linear discriminant analysis
- QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Estimation for high-dimensional linear mixed-effects models using \(\ell_1\)-penalization
- Least angle and \(\ell _{1}\) penalized regression: a review
- biospear
- High-dimensional generalized semiparametric model for longitudinal data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Inference for non-regular parameters in optimal dynamic treatment regimes
- Composite quantile regression and the oracle model selection theory
- Regularization for stationary multivariate time series
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Multi-species distribution modeling using penalized mixture of regressions
- Sparse regression with exact clustering
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach
- Selection by partitioning the solution paths
- Kernel density regression
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
- Bayesian variable selection with shrinking and diffusing priors
- Trace pursuit variable selection for multi-population data
- Hidden Markov models with applications in cell adhesion experiments
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
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