We propose a new method for model selection and model fitting in multivariate nonparametric regression models, in the framework of smoothing spline ANOVA. The “COSSO ” is a meth...
The Lasso, the Forward Stagewise regression and the Lars are closely re-lated procedures recently proposed for linear regression problems. Each of them can produce sparse models...
Summary We consider the problem of selecting grouped variables (factors) for accurate prediction in regression. Such a problem arises naturally in many practical situations with...
We propose penalized likelihood methods for estimating the concentration matrix in the Gaussian graphical model. The methods lead to a sparse and shrinkage estimator of the conc...
h-index: Number of publications with at least h citations each.