The Generalized Elastic Net for least squares regression with network-aligned signal and correlated design
Fuente:
arXiv
Saved in:
| Main Authors: | Tran, Huy, Wei, Sansen, Donnat, Claire |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Model selection by cross-validation in an expectile linear regression
by: Bousselmi, Bilel, et al.
Published: (2026)
by: Bousselmi, Bilel, et al.
Published: (2026)
Equality between two general ridge estimators and equivalence of their residual sums of squares
by: Mukasa, Hirai, et al.
Published: (2024)
by: Mukasa, Hirai, et al.
Published: (2024)
Robust Penalized Estimators for High--Dimensional Generalized Linear Models
by: Valdora, Marina, et al.
Published: (2023)
by: Valdora, Marina, et al.
Published: (2023)
Pseudo-Labeling for Kernel Ridge Regression under Covariate Shift
by: Wang, Kaizheng
Published: (2023)
by: Wang, Kaizheng
Published: (2023)
Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)
by: Sterzinger, Philipp, et al.
Published: (2023)
Aggregated Sure Independence Screening for Variable Selection with Interaction Structures
by: Zhang, Tonglin
Published: (2024)
by: Zhang, Tonglin
Published: (2024)
Selection of Ultrahigh-Dimensional Interactions Using $L_0$ Penalty
by: Zhang, Tonglin
Published: (2024)
by: Zhang, Tonglin
Published: (2024)
Bayesian Global-Local Shrinkage with Univariate Guidance for Ultra-High-Dimensional Regression
by: Das, Priyam
Published: (2026)
by: Das, Priyam
Published: (2026)
Connecting model-based and model-free approaches to linear least squares regression
by: Duembgen, Lutz, et al.
Published: (2018)
by: Duembgen, Lutz, et al.
Published: (2018)
Collapsing Categories for Regression with Mixed Predictors
by: Song, Chaegeun, et al.
Published: (2025)
by: Song, Chaegeun, et al.
Published: (2025)
Variable Fusion and Selection via a Spike-and-Slab Approach with Nonlocal Priors
by: Miyake, Junya, et al.
Published: (2026)
by: Miyake, Junya, et al.
Published: (2026)
Pattern recovery by SLOPE
by: Bogdan, Małgorzata, et al.
Published: (2022)
by: Bogdan, Małgorzata, et al.
Published: (2022)
Estimators for multivariate allometric regression model
by: Tsukuda, Koji, et al.
Published: (2024)
by: Tsukuda, Koji, et al.
Published: (2024)
Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors
by: Lee, Sungyoon, et al.
Published: (2023)
by: Lee, Sungyoon, et al.
Published: (2023)
Stochastic EM Estimation and Inference for Zero-Inflated Beta-Binomial Mixed Models for Longitudinal Count Data
by: Barrera, John, et al.
Published: (2026)
by: Barrera, John, et al.
Published: (2026)
Large sample behavior of the least trimmed squares estimator
by: Zuo, Yijun
Published: (2022)
by: Zuo, Yijun
Published: (2022)
Equality between two general ridge estimators and applications in several linear models
by: Mukasa, Hirai
Published: (2026)
by: Mukasa, Hirai
Published: (2026)
Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms
by: Awan, Jordan, et al.
Published: (2018)
by: Awan, Jordan, et al.
Published: (2018)
$\ell_1$-Regularized Generalized Least Squares
by: Nobari, Kaveh S., et al.
Published: (2024)
by: Nobari, Kaveh S., et al.
Published: (2024)
Estimation of the invariant measure of a multidimensional diffusion from noisy observations
by: Maillet, Raphaël, et al.
Published: (2024)
by: Maillet, Raphaël, et al.
Published: (2024)
Semi-supervised linear regression with missing covariates
by: Risebrow, Benedict M., et al.
Published: (2026)
by: Risebrow, Benedict M., et al.
Published: (2026)
Variable screening using factor analysis for high-dimensional data with multicollinearity
by: Tanaka, Shuntaro, et al.
Published: (2023)
by: Tanaka, Shuntaro, et al.
Published: (2023)
A Bayesian approach to functional regression: theory and computation
by: Berrendero, José R., et al.
Published: (2023)
by: Berrendero, José R., et al.
Published: (2023)
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)
by: Kozubowski, Tomasz J., et al.
Published: (2026)
Variable Selection for Additive Global Fréchet Regression
by: Yang, Haoyi, et al.
Published: (2025)
by: Yang, Haoyi, et al.
Published: (2025)
Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
by: Ali, Alam, et al.
Published: (2024)
by: Ali, Alam, et al.
Published: (2024)
The Influence Function of Penalized Regression Estimators
by: Öllerer, Viktoria, et al.
Published: (2015)
by: Öllerer, Viktoria, et al.
Published: (2015)
Grouping predictors via network-wide metrics
by: Park, Brandon Woosuk, et al.
Published: (2024)
by: Park, Brandon Woosuk, et al.
Published: (2024)
A stochastic method to estimate a zero-inflated two-part mixed model for human microbiome data
by: Barrera, John, et al.
Published: (2025)
by: Barrera, John, et al.
Published: (2025)
Air-HOLP: Adaptive Regularized Feature Screening for High Dimensional Correlated Data
by: Joudah, Ibrahim, et al.
Published: (2024)
by: Joudah, Ibrahim, et al.
Published: (2024)
A New Formula for Faster Computation of the K-Fold Cross-Validation and Good Regularisation Parameter Values in Ridge Regression
by: Liland, Kristian Hovde, et al.
Published: (2022)
by: Liland, Kristian Hovde, et al.
Published: (2022)
Right-censored models by the expectile method
by: Ciuperca, Gabriela
Published: (2024)
by: Ciuperca, Gabriela
Published: (2024)
Regularized least squares learning with heavy-tailed noise is minimax optimal
by: Mollenhauer, Mattes, et al.
Published: (2025)
by: Mollenhauer, Mattes, et al.
Published: (2025)
High-dimensional linear regression inference via $\ell^2$ weak convergence
by: Fujimori, Kou, et al.
Published: (2026)
by: Fujimori, Kou, et al.
Published: (2026)
Distributed Sparse Linear Regression under Communication Constraints
by: Fonseca, Rodney, et al.
Published: (2023)
by: Fonseca, Rodney, et al.
Published: (2023)
A method for sparse and robust independent component analysis
by: Heinonen, Lauri, et al.
Published: (2025)
by: Heinonen, Lauri, et al.
Published: (2025)
Composite Lp-quantile regression, near quantile regression and the oracle model selection theory
by: Mou, Fuming Lin WEilin
Published: (2025)
by: Mou, Fuming Lin WEilin
Published: (2025)
Least squares estimation of the transition density in bifurcating Markov models
by: Penda, S. Valère Bitseki
Published: (2025)
by: Penda, S. Valère Bitseki
Published: (2025)
Testing-driven Variable Selection in Bayesian Modal Regression
by: Duan, Jiasong, et al.
Published: (2025)
by: Duan, Jiasong, et al.
Published: (2025)
Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)
by: Tsao, Min
Published: (2024)
Similar Items
-
Model selection by cross-validation in an expectile linear regression
by: Bousselmi, Bilel, et al.
Published: (2026) -
Equality between two general ridge estimators and equivalence of their residual sums of squares
by: Mukasa, Hirai, et al.
Published: (2024) -
Robust Penalized Estimators for High--Dimensional Generalized Linear Models
by: Valdora, Marina, et al.
Published: (2023) -
Pseudo-Labeling for Kernel Ridge Regression under Covariate Shift
by: Wang, Kaizheng
Published: (2023) -
Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)