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Variable Selection

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Showing 351–400 of 566 papers

TitleStatusHype
Sparse Learning for Variable Selection with Structures and Nonlinearities—0
Sparse PCA with False Discovery Rate Controlled Variable Selection—0
Sparse Quantile Huber Regression for Efficient and Robust Estimation—0
Sparse Reduced Rank Regression With Nonconvex Regularization—0
Spectral information criterion for automatic elbow detection—0
Spike-and-Slab Posterior Sampling in High Dimensions—0
Stability of a Generalized Debiased Lasso with Applications to Resampling-Based Variable Selection—0
Stability Selection for Structured Variable Selection—0
Stable Learning via Sample Reweighting—0
Stable Learning via Sparse Variable Independence—0
Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models—0
Statistical Inference in Classification of High-dimensional Gaussian Mixture—0
Statistical mechanical analysis of sparse linear regression as a variable selection problem—0
Statistical Mechanics of Dynamical System Identification—0
Statistical Methods for cis-Mendelian Randomization with Two-sample Summary-level Data—0
Stochastic DCA for the Large-sum of Non-convex Functions Problem and its Application to Group Variable Selection in Classification—0
Stochastic Step-wise Feature Selection for Exponential Random Graph Models (ERGMs)—0
Online Linearized LASSO—0
Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension—0
Structured Estimation in Nonparameteric Cox Model—0
Supervised Learning for Multi-Block Incomplete Data—0
Supervised Multivariate Learning with Simultaneous Feature Auto-grouping and Dimension Reduction—0
Support recovery without incoherence: A case for nonconvex regularization—0
Systematic reduction of Hyperspectral Images for high-throughput Plastic Characterization—0
Understanding Best Subset Selection: A Tale of Two C(omplex)ities—0
The Adaptive τ-Lasso: Robustness and Oracle Properties—0
The Bayesian SLOPE—0
The Best Path Algorithm automatic variables selection via High Dimensional Graphical Models—0
The column measure and Gradient-Free Gradient Boosting—0
The Conditional Prediction Function: A Novel Technique to Control False Discovery Rate for Complex Models—0
The Discrete Dantzig Selector: Estimating Sparse Linear Models via Mixed Integer Linear Optimization—0
The evolution of carrying capacity in constrained and expanding tumour cell populations—0
The Informed Elastic Net for Fast Grouped Variable Selection and FDR Control in Genomics Research—0
The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data—0
The Mismatch Principle: The Generalized Lasso Under Large Model Uncertainties—0
The mRMR variable selection method: a comparative study for functional data—0
The Terminating-Random Experiments Selector: Fast High-Dimensional Variable Selection with False Discovery Rate Control—0
Thresholding Procedures for High Dimensional Variable Selection and Statistical Estimation—0
Towards a Unified Framework for Uncertainty-aware Nonlinear Variable Selection with Theoretical Guarantees—0
Training Auto-encoders Effectively via Eliminating Task-irrelevant Input Variables—0
Transfer learning for tensor Gaussian graphical models—0
Transformer Learns Optimal Variable Selection in Group-Sparse Classification—0
Two-part hidden Markov models for semicontinuous longitudinal data with nonignorable missing covariates—0
Two-Stage Robust and Sparse Distributed Statistical Inference for Large-Scale Data—0
Unbiased split variable selection for random survival forests using maximally selected rank statistics—0
Understanding Implicit Regularization in Over-Parameterized Single Index Model—0
Unobserved classes and extra variables in high-dimensional discriminant analysis—0
Variable-Complexity Weighted-Tempered Gibbs Samplers for Bayesian Variable Selection—0
Variable Selection for Causal Inference via Outcome-Adaptive Random Forest—0
Variable selection for clustering with Gaussian mixture models: state of the art—0
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