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Regularization Paths for Generalized Linear Models via Coordinate Descent

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Cited by:

  1. Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz, 2015. "Variable selection in general multinomial logit models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 207-222.
  2. Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016. "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, vol. 30(3), pages 403-429, July.
  3. Andrew McDavid & Lucas Dennis & Patrick Danaher & Greg Finak & Michael Krouse & Alice Wang & Philippa Webster & Joseph Beechem & Raphael Gottardo, 2014. "Modeling Bi-modality Improves Characterization of Cell Cycle on Gene Expression in Single Cells," PLOS Computational Biology, Public Library of Science, vol. 10(7), pages 1-10, July.
  4. Riccardo Di Francesco, 2022. "Aggregation Trees," CEIS Research Paper 546, Tor Vergata University, CEIS, revised 20 Nov 2023.
  5. Yli-Heikkilä, Maria & Tauriainen, Jukka, 2014. "Profitability prediction model for dairy farms using the random forest method," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182846, European Association of Agricultural Economists.
  6. Wenjia Wang & Yi-Hui Zhou, 2022. "A Double Penalty Model for Ensemble Learning," Mathematics, MDPI, vol. 10(23), pages 1-23, November.
  7. Efstathios D Gennatas & Ashley Wu & Steve E Braunstein & Olivier Morin & William C Chen & Stephen T Magill & Chetna Gopinath & Javier E Villaneueva-Meyer & Arie Perry & Michael W McDermott & Timothy D, 2018. "Preoperative and postoperative prediction of long-term meningioma outcomes," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-16, September.
  8. Robert Pater & Łukasz Cywiński & Ruslan Harasym & Kazimierz Tarchalski, 2018. "Intangible capital and the economic growth in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 49(2), pages 93-114.
  9. Matthew Pietrosanu & Jueyu Gao & Linglong Kong & Bei Jiang & Di Niu, 2021. "Advanced algorithms for penalized quantile and composite quantile regression," Computational Statistics, Springer, vol. 36(1), pages 333-346, March.
  10. Yanqin Fan & Yigit Okar & Xuetao Shi, 2024. "Iterative Distributed Multinomial Regression," Papers 2412.01030, arXiv.org.
  11. Sierra A. Bainter & Thomas G. McCauley & Mahmoud M. Fahmy & Zachary T. Goodman & Lauren B. Kupis & J. Sunil Rao, 2023. "Comparing Bayesian Variable Selection to Lasso Approaches for Applications in Psychology," Psychometrika, Springer;The Psychometric Society, vol. 88(3), pages 1032-1055, September.
  12. Seán Schmitz & Sophia Becker & Laura Weiand & Norman Niehoff & Frank Schwartzbach & Erika von Schneidemesser, 2019. "Determinants of Public Acceptance for Traffic-Reducing Policies to Improve Urban Air Quality," Sustainability, MDPI, vol. 11(14), pages 1-16, July.
  13. Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry, 2013. "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," MPRA Paper 49822, University Library of Munich, Germany.
  14. Panopoulou, Ekaterini & Vrontos, Spyridon, 2015. "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 103-122.
  15. Li, Xinjue & Zboňáková, Lenka & Wang, Weining & Härdle, Wolfgang Karl, 2019. "Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting," IRTG 1792 Discussion Papers 2019-030, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  16. Gareth Harman & Dakota Kliamovich & Angelica M Morales & Sydney Gilbert & Deanna M Barch & Michael A Mooney & Sarah W Feldstein Ewing & Damien A Fair & Bonnie J Nagel, 2021. "Prediction of suicidal ideation and attempt in 9 and 10 year-old children using transdiagnostic risk features," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-14, May.
  17. Marie Levakova & Susanne Ditlevsen, 2024. "Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review," International Statistical Review, International Statistical Institute, vol. 92(2), pages 160-193, August.
  18. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2088-2125, September.
  19. Veronesi, F. & Grassi, S. & Raubal, M., 2016. "Statistical learning approach for wind resource assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 836-850.
  20. Alexander M. Chinco & Adam D. Clark-Joseph & Mao Ye, 2017. "Sparse Signals in the Cross-Section of Returns," NBER Working Papers 23933, National Bureau of Economic Research, Inc.
  21. Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2023. "Random Subspace Local Projections," CAMA Working Papers 2023-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  22. Keith Burghardt & Emanuel F Alsina & Michelle Girvan & William Rand & Kristina Lerman, 2017. "The myopia of crowds: Cognitive load and collective evaluation of answers on Stack Exchange," PLOS ONE, Public Library of Science, vol. 12(3), pages 1-19, March.
  23. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
  24. Faisal Zahid & Gerhard Tutz, 2013. "Multinomial logit models with implicit variable selection," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(4), pages 393-416, December.
  25. Finta, Marinela Adriana, 2025. "Risk premia-return spillovers among commodity-U.S. equity markets," International Review of Economics & Finance, Elsevier, vol. 102(C).
  26. Zakariya Yahya Algamal & Muhammad Hisyam Lee, 2019. "A two-stage sparse logistic regression for optimal gene selection in high-dimensional microarray data classification," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 753-771, September.
  27. Bienvenue Kouwaye & Fabrice Rossi & Noël Fonton & André Garcia & Simplice Dossou-Gbété & Mahouton Norbert Hounkonnou & Gilles Cottrell, 2017. "Predicting local malaria exposure using a Lasso-based two-level cross validation algorithm," PLOS ONE, Public Library of Science, vol. 12(10), pages 1-14, October.
  28. Guo, Yanhong & Li, Ping & Li, Aihua, 2021. "Tail risk contagion between international financial markets during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 73(C).
  29. Godichon-Baggioni, Antoine & Lu, Wei & Portier, Bruno, 2024. "Recursive ridge regression using second-order stochastic algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 190(C).
  30. Tarcila Neves Generoso & Demetrius David Silva & Ricardo Santos Silva Amorim & Lineu Neiva Rodrigues & Erli Pinto Santos, 2022. "Methodology for Estimating Streamflow by Water Balance and Rating Curve Methods Based on Logistic Regression," Water Resources