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0808.1030
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Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
7 August 2008
H. Zou
Runze Li
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Papers citing
"Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models"
50 / 216 papers shown
Title
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Federated Smoothing Proximal Gradient for Quantile Regression with Non-Convex Penalties
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High-dimensional copula-based Wasserstein dependence
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AdaTrans: Feature-wise and Sample-wise Adaptive Transfer Learning for High-dimensional Regression
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A review of regularised estimation methods and cross-validation in spatiotemporal statistics
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Heterogeneous Transfer Learning for Building High-Dimensional Generalized Linear Models with Disparate Datasets
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A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations
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Variational Inference for Sparse Poisson Regression
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18 Mar 2022
Statistical Learning for Individualized Asset Allocation
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Analysis of Generalized Bregman Surrogate Algorithms for Nonsmooth Nonconvex Statistical Learning
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Robust High-Dimensional Regression with Coefficient Thresholding and its Application to Imaging Data Analysis
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A Model-free Variable Screening Method Based on Leverage Score
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Coordinate Descent for MCP/SCAD Penalized Least Squares Converges Linearly
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High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
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Bayesian
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The folded concave Laplacian spectral penalty learns block diagonal sparsity patterns with the strong oracle property
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A provable two-stage algorithm for penalized hazards regression
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A proximal-proximal majorization-minimization algorithm for nonconvex tuning-free robust regression problems
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The Flip Side of the Reweighted Coin: Duality of Adaptive Dropout and Regularization
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Sparse recovery based on the generalized error function
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Precision Matrix Estimation under the Horseshoe-like Prior-Penalty Dual
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Smoothly Adaptively Centered Ridge Estimator
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