Mark A. van de Wiel

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All published works
Action Title Year Authors
+ PDF Chat Fusion of Tree-induced Regressions for Clinico-genomic Data 2024 Jeroen M. Goedhart
Mark A. van de Wiel
Wessel N. van Wieringen
Thomas Klausch
+ PDF Chat Refining CART Models for Covariate Shift with Importance Weight 2024 Mingyang Cai
Thomas Klausch
Mark A. van de Wiel
+ PDF Chat A flexible model for Record Linkage 2024 Kayané Robach
Stéphanie van der Pas
Mark A. van de Wiel
Michel H. Hof
+ PDF Chat Guiding adaptive shrinkage by co-data to improve regression-based prediction and feature selection 2024 Mark A. van de Wiel
Wessel N. van Wieringen
+ Linked shrinkage to improve estimation of interaction effects in regression models 2024 Mark A. van de Wiel
Matteo Amestoy
Jeroen Hoogland
+ PDF Chat Penalized regression with multiple sources of prior effects 2023 Armin Rauschenberger
Zied Landoulsi
Mark A. van de Wiel
Enrico Glaab
+ PDF Chat A Bayesian accelerated failure time model for interval censored three-state screening outcomes 2023 Thomas Klausch
Eddymurphy U. Akwiwu
Mark A. van de Wiel
Veerle M.H. Coupé
Johannes Berkhof
+ PDF Chat ecpc: an R-package for generic co-data models for high-dimensional prediction 2023 Mirrelijn M. van Nee
Lodewyk F.A. Wessels
Mark A. van de Wiel
+ Think before you shrink: Alternatives to default shrinkage methods can improve prediction accuracy, calibration and coverage 2023 Mark A. van de Wiel
Gwenaël G. R. Leday
Jeroen Hoogland
Martijn W. Heymans
Erik W. van Zwet
A. H. Zwinderman
+ Linked shrinkage to improve estimation of interaction effects in regression models 2023 Mark A. van de Wiel
Matteo Amestoy
Jeroen Hoogland
+ Co-data Learning for Bayesian Additive Regression Trees 2023 Jeroen M. Goedhart
Thomas Klausch
Jurriaan Janssen
Mark A. van de Wiel
+ Fast Marginal Likelihood Estimation of Penalties for Group-Adaptive Elastic Net 2022 Mirrelijn M. van Nee
Tim van de Brug
Mark A. van de Wiel
+ Estimation of predictive performance in high-dimensional data settings using learning curves 2022 Jeroen M. Goedhart
Thomas Klausch
Mark A. van de Wiel
+ PDF Chat Semi‐supervised empirical Bayes group‐regularized factor regression 2022 Magnus Münch
Mark A. van de Wiel
Aad van der Vaart
Carel F.W. Peeters
+ ecpc: An R-package for generic co-data models for high-dimensional prediction 2022 Mirrelijn M. van Nee
Lodewyk F.A. Wessels
Mark A. van de Wiel
+ Estimation of Predictive Performance in High-Dimensional Data Settings using Learning Curves 2022 Jeroen M. Goedhart
Thomas Klausch
Mark A. van de Wiel
+ Penalised regression with multiple sources of prior effects 2022 Armin Rauschenberger
Zied Landoulsi
Mark A. van de Wiel
Enrico Glaab
+ PDF Chat Flexible co‐data learning for high‐dimensional prediction 2021 Mirrelijn M. van Nee
Lodewyk F.A. Wessels
Mark A. van de Wiel
+ PDF Chat Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression 2021 Mark A. van de Wiel
Mirrelijn M. van Nee
Armin Rauschenberger
+ Conditional Inference Procedures in a Permutation Test Framework [R package coin version 1.4-0] 2021 Torsten Hothorn
Henric Winell
Kurt Hornik
Mark A. van de Wiel
Achim Zeileis
+ A Bayesian accelerated failure time model for interval censored three-state screening outcomes 2021 Thomas Klausch
Eddymurphy U. Akwiwu
Mark A. van de Wiel
Veerle M.H. Coupé
Johannes Berkhof
+ Semi-supervised empirical Bayes group-regularized factor regression 2021 Magnus Münch
Mark A. van de Wiel
Aad van der Vaart
Carel F.W. Peeters
+ Fast marginal likelihood estimation of penalties for group-adaptive elastic net 2021 Mirrelijn M. van Nee
Tim van de Brug
Mark A. van de Wiel
+ PDF Chat Drug sensitivity prediction with normal inverse Gaussian shrinkage informed by external data 2020 Magnus Münch
Mark A. van de Wiel
Sylvia Richardson
Gwenaël G. R. Leday
+ Flexible co-data learning for high-dimensional prediction 2020 Mirrelijn M. van Nee
Lodewyk F.A. Wessels
Mark A. van de Wiel
+ Updating of the Gaussian graphical model through targeted penalized estimation 2020 Wessel N. van Wieringen
Koen A. Stam
Carel F.W. Peeters
Mark A. van de Wiel
+ Fast cross-validation for multi-penalty ridge regression 2020 Mark A. van de Wiel
Mirrelijn M. van Nee
Armin Rauschenberger
+ Flexible co-data learning for high-dimensional prediction 2020 Mirrelijn M. van Nee
Lodewyk F.A. Wessels
Mark A. van de Wiel
+ Adaptive group-regularized logistic elastic net regression 2019 Magnus Münch
Carel F.W. Peeters
Aad van der Vaart
Mark A. van de Wiel
+ PDF Chat Sparse classification with paired covariates 2019 Armin Rauschenberger
Iuliana Ciocănea‐Teodorescu
Marianne A. Jonker
Renée X. de Menezes
Mark A. van de Wiel
+ Conditional Inference Procedures in a Permutation Test Framework [R package coin version 1.3-1] 2019 Torsten Hothorn
Henric Winell
Kurt Hornik
Mark A. van de Wiel
Achim Zeileis
+ PDF Chat Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models 2019 Jurre R. Veerman
Gwenaël G. R. Leday
Mark A. van de Wiel
+ PDF Chat The spectral condition number plot for regularization parameter evaluation 2019 Carel F.W. Peeters
Mark A. van de Wiel
Wessel N. van Wieringen
+ Stable prediction with radiomics data. 2019 Carel F.W. Peeters
Caroline Übelhör
Steven W. Mes
Roland M. Martens
Thomas Koopman
Pim de Graaf
Floris H. P. van Velden
Ronald Boellaard
Jonas A. Castelijns
Dennis E. te Beest
+ Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models 2019 Jurre R. Veerman
Gwenaël G. R. Leday
Mark A. van de Wiel
+ Incorporating prior information and borrowing information in high-dimensional sparse regression using the horseshoe and variational Bayes 2019 Gino B. Kpogbezan
Mark A. van de Wiel
Wessel N. van Wieringen
Aad van der Vaart
+ Stable prediction with radiomics data 2019 Carel F.W. Peeters
Caroline Übelhör
Steven W. Mes
Roland M. Martens
Thomas Koopman
Pim de Graaf
Floris H. P. van Velden
Ronald Boellaard
Jonas A. Castelijns
Dennis E. te Beest
+ Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models 2019 Jurre R. Veerman
Gwenael G. R. Leday
Mark A. van de Wiel
+ PDF Chat Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction 2018 Mark A. van de Wiel
Dennis E. te Beest
Magnus Münch
+ Adaptive group-regularized logistic elastic net regression. 2018 Magnus Münch
Carel F.W. Peeters
Aad van der Vaart
Mark A. van de Wiel
+ Detecting SNPs with interactive effects on a quantitative trait 2018 Armin Rauschenberger
Renée X. de Menezes
Mark A. van de Wiel
Natasja M. van Schoor
Marianne A. Jonker
+ Estimating Bayesian Optimal Treatment Regimes for Dichotomous Outcomes using Observational Data 2018 Thomas Klausch
Peter van de Ven
Tim van de Brug
Mark A. van de Wiel
Johannes Berkhof
+ Adaptive group-regularized logistic elastic net regression 2018 Magnus Münch
Carel F.W. Peeters
Aad van der Vaart
Mark A. van de Wiel
+ PDF Chat Improved high-dimensional prediction with Random Forests by the use of co-data 2017 Dennis E. te Beest
Steven W. Mes
Saskia M. Wilting
Ruud H. Brakenhoff
Mark A. van de Wiel
+ PDF Chat Methods for significance testing of categorical covariates in logistic regression models after multiple imputation: power and applicability analysis 2017 Iris Eekhout
Mark A. van de Wiel
Martijn W. Heymans
+ Improved high-dimensional prediction with Random Forests by the use of co-data 2017 Dennis E. te Beest
Steven W. Mes
Ruud H. Brakenhoff
Mark A. van de Wiel
+ PDF Chat An empirical Bayes approach to network recovery using external knowledge 2017 Gino B. Kpogbezan
Aad van der Vaart
Wessel N. van Wieringen
Gwenaël G. R. Leday
Mark A. van de Wiel
+ Gene network reconstruction using global-local shrinkage priors 2017 Gwenaël G. R. Leday
Mathisca C. M. de Gunst
Gino B. Kpogbezan
Aad van der Vaart
Wessel N. van Wieringen
Mark A. van de Wiel
+ Learning from a lot: Empirical Bayes in high-dimensional prediction settings 2017 Mark A. van de Wiel
Dennis E. te Beest
Magnus Münch
+ Blood‐based metabolic signatures in Alzheimer's disease 2017 Francisca A. de Leeuw
Carel F.W. Peeters
Maartje I. Kester
Amy C. Harms
Eduard A. Struys
Thomas Hankemeier
Herman van Vlijmen
Sven J. van der Lee
Cornelia M. van Duijn
Philip Scheltens
+ Improved high-dimensional prediction with Random Forests by the use of co-data 2017 Dennis E. te Beest
Steven W. Mes
Ruud H. Brakenhoff
Mark A. van de Wiel
+ PDF Chat Erratum to: Assessment of predictive performance in incomplete data by combining internal validation and multiple imputation 2016 Simone Wahl
Anne‐Laure Boulesteix
Astrid Zierer
Barbara Thorand
Mark A. van de Wiel
+ PDF Chat Assessment of predictive performance in incomplete data by combining internal validation and multiple imputation 2016 Simone Wahl
Anne‐Laure Boulesteix
Astrid Zierer
Barbara Thorand
Mark A. van de Wiel
+ An empirical Bayes approach to network recovery using external knowledge 2016 Gino B. Kpogbezan
Aad van der Vaart
Wessel N. van Wieringen
Gwenaël G. R. Leday
Mark A. van de Wiel
+ An empirical Bayes approach to network recovery using external knowledge 2016 Gino B. Kpogbezan
Aad van der Vaart
Wessel N. van Wieringen
Gwenaël G. R. Leday
Mark A. van de Wiel
+ Gene network reconstruction using global-local shrinkage priors 2015 Gwenaël G. R. Leday
Mathisca C. M. de Gunst
Gino B. Kpogbezan
Aad van der Vaart
Wessel N. van Wieringen
Mark A. van de Wiel
+ PDF Chat Better prediction by use of co‐data: adaptive group‐regularized ridge regression 2015 Mark A. van de Wiel
Tonje G. Lien
Wina Verlaat
Wessel N. van Wieringen
Saskia M. Wilting
+ Gene network reconstruction using global-local shrinkage priors 2015 Gwenaël G. R. Leday
Mathisca C. M. de Gunst
Gino B. Kpogbezan
Aad van der Vaart
Wessel N. van Wieringen
Mark A. van de Wiel
+ Better prediction by use of co-data: Adaptive group-regularized ridge regression 2014 Mark A. van de Wiel
Tonje G. Lien
Wina Verlaat
Wessel N. van Wieringen
Saskia M. Wilting
+ PDF Chat ShrinkBayes: a versatile R-package for analysis of count-based sequencing data in complex study designs 2014 Mark A. van de Wiel
Maarten Neerincx
Tineke E. Buffart
Daoud Sie
Henk M.W. Verheul
+ Analysis of Next Generation Sequencing Data Using Integrated Nested Laplace Approximation (INLA) 2014 Andrea Riebler
Mark D. Robinson
Mark A. van de Wiel
+ Better prediction by use of co-data: Adaptive group-regularized ridge regression 2014 Mark A. van de Wiel
Tonje G. Lien
Wina Verlaat
Wessel N. van Wieringen
Saskia M. Wilting
+ Modeling association between DNA copy number and gene expression with constrained piecewise linear regression splines 2013 Gwenaël G. R. Leday
Aad van der Vaart
Wessel N. van Wieringen
Mark A. van de Wiel
+ General power and sample size calculations for high-dimensional genomic data 2013 Maarten van Iterson
Mark A. van de Wiel
Judith M. Boer
Renée X. de Menezes
+ Confidence scores for prediction models 2011 Thomas A. Gerds
Mark A. van de Wiel
+ PDF Chat Spatial Clustering of Array CGH Features in Combination with Hierarchical Multiple Testing 2010 Kyung In Kim
Étienne Roquain
Mark A. van de Wiel
+ PDF Chat Optimal weighting for false discovery rate control 2009 Étienne Roquain
Mark A. van de Wiel
+ Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling 2008 José A. Ferreira
Mark A. van de Wiel
+ PDF Chat Effects of dependence in high-dimensional multiple testing problems 2008 Kyung In Kim
Mark A. van de Wiel
+ A nonparametric control chart based on the Mann-Whitney statistic 2008 S. Chakraborti
Mark A. van de Wiel
+ Implementing a Class of Permutation Tests: The<b>coin</b>Package 2008 Torsten Hothorn
Kurt Hornik
Mark A. van de Wiel
Achim Zeileis
+ SOME COMMENTS ON FALSE DISCOVERY RATE 2007 Avner Bar‐Hen
Kyung In Kim
Mark A. van de Wiel
+ PDF Chat A Lego System for Conditional Inference 2006 Torsten Hothorn
Kurt Hornik
Mark A. van de Wiel
Achim Zeileis
+ A Note on Sample Size Determination for a Nonparametric Test of Location 2006 S. Chakraborti
Bang Hong
Mark A. van de Wiel
+ The null distribution of Kendall's rank correlation statistic in the presence of ties 2005 Mark A. van de Wiel
+ coin: Conditional Inference Procedures in a Permutation Test Framework 2005 Torsten Hothorn
Henric Winell
Kurt Hornik
Mark A. van de Wiel
Achim Zeileis
+ Exact null distributions of distribution-free quadratic t-sample statistics 2003 A. Di Bucchianico
Mark A. van de Wiel
+ Exact null distributions of quadratic distribution-free statistics for two-way classification 2003 Mark A. van de Wiel
+ Exact Distributions of Multiple Comparisons Rank Statistics 2002 Mark A. van de Wiel
+ The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics 2001 Mark A. van de Wiel
+ Fast computation of the exact null distribution of Spearman's ρ and Page's L statistic for samples with and without ties 2001 Mark A. van de Wiel
A. Di Bucchianico
+ EXACT NON-NULL DISTRIBUTIONS OF RANK STATISTICS 2001 Mark A. van de Wiel
+ Edgeworth expansions with exact cumulants for two-sample linear rank statistics 1998 Mark A. van de Wiel
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Better prediction by use of co‐data: adaptive group‐regularized ridge regression 2015 Mark A. van de Wiel
Tonje G. Lien
Wina Verlaat
Wessel N. van Wieringen
Saskia M. Wilting
18
+ Gene network reconstruction using global-local shrinkage priors 2017 Gwenaël G. R. Leday
Mathisca C. M. de Gunst
Gino B. Kpogbezan
Aad van der Vaart
Wessel N. van Wieringen
Mark A. van de Wiel
11
+ Regularization Paths for Generalized Linear Models via Coordinate Descent. 2010 Jerome H. Friedman
Trevor Hastie
Rob Tibshirani
10
+ Regression Shrinkage and Selection Via the Lasso 1996 Robert Tibshirani
10
+ Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations 2009 Håvard Rue
Sara Martino
Nicolás Chopin
10
+ PDF Chat The Group Lasso for Logistic Regression 2008 Lukas Meier
Sara van de Geer
Peter Bühlmann
10
+ PDF Chat The Adaptive Lasso and Its Oracle Properties 2006 Hui Zou
9
+ Ridge Regression: Biased Estimation for Nonorthogonal Problems 2000 Arthur E. Hoerl
Robert W. Kennard
9
+ Regularization Paths for Generalized Linear Models via Coordinate Descent 2010 Jerome H. Friedman
Trevor Hastie
Robert Tibshirani
9
+ PDF Chat Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions 2012 Howard D. Bondell
Brian J. Reich
8
+ Variational Inference: A Review for Statisticians 2017 David M. Blei
Alp Kucukelbir
Jon McAuliffe
8
+ PDF Chat Weighted Lasso with Data Integration 2011 Linn Cecilie Bergersen
Ingrid K. Glad
Heidi Lyng
7
+ PDF Chat Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models 2010 Simon N. Wood
7
+ Ridge Regression: Biased Estimation for Nonorthogonal Problems 1970 Arthur E. Hoerl
Robert W. Kennard
7
+ Empirical Bayes Gibbs sampling 2001 George Casella
6
+ PDF Chat Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction 2018 Mark A. van de Wiel
Dennis E. te Beest
Magnus Münch
6
+ Ridge Estimators in Logistic Regression 1992 Saskia le Cessie
Hans C. van Houwelingen
6
+ PDF Chat Scalable Variational Inference for Bayesian Variable Selection in Regression, and Its Accuracy in Genetic Association Studies 2012 Peter Carbonetto
Matthew Stephens
6
+ PDF Chat Ridge estimation of inverse covariance matrices from high-dimensional data 2016 Wessel N. van Wieringen
Carel F.W. Peeters
6
+ The Bayesian Lasso 2008 Trevor Park
George Casella
6
+ PDF Chat Explaining Variational Approximations 2010 John T. Ormerod
M. P. Wand
6
+ Sparse inverse covariance estimation with the graphical lasso 2007 Jerome H. Friedman
Trevor Hastie
R. Tibshirani
5
+ <i>L</i><sub>1</sub> Penalized Estimation in the Cox Proportional Hazards Model 2009 Jelle J. Goeman
5
+ PDF Chat Model Selection and Estimation in Regression with Grouped Variables 2005 Ming Yuan
Yi Lin
5
+ Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing 1995 Yoav Benjamini
Yosef Hochberg
5
+ The horseshoe estimator for sparse signals 2010 Carla M. Carvalho
Nick Polson
James G. Scott
5
+ PDF Chat Flexible co‐data learning for high‐dimensional prediction 2021 Mirrelijn M. van Nee
Lodewyk F.A. Wessels
Mark A. van de Wiel
5
+ PDF Chat The Bayesian elastic net 2010 Qing Li
Nan Lin
5
+ Adaptive group-regularized logistic elastic net regression 2019 Magnus Münch
Carel F.W. Peeters
Aad van der Vaart
Mark A. van de Wiel
5
+ PDF Chat Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables 2013 Nicholas G. Polson
James G. Scott
Jesse Windle
5
+ A Sparse-Group Lasso 2012 Noah Simon
Jerome H. Friedman
Trevor Hastie
Robert Tibshirani
5
+ PDF Chat Transforming RNA-Seq Data to Improve the Performance of Prognostic Gene Signatures 2014 Isabella Zwiener
Barbara Frisch
Harald Binder
5
+ Laplace Approximation of High Dimensional Integrals 1995 Zhenming Shun
Peter McCullagh
5
+ PDF Chat Dimensionality Reduction for Supervised Learning With Reproducing Kernel Hilbert Spaces 2003 Kenji Fukumizu
Francis R. Bach
Michael I. Jordan
5
+ The Elements of Statistical Learning 2001 Trevor Hastie
J. Friedman
Robert Tibshirani
5
+ Efficient approximate <i>k</i>‐fold and leave‐one‐out cross‐validation for ridge regression 2013 Rosa J. Meijer
Jelle J. Goeman
5
+ PDF Chat Improved high-dimensional prediction with Random Forests by the use of co-data 2017 Dennis E. te Beest
Steven W. Mes
Saskia M. Wilting
Ruud H. Brakenhoff
Mark A. van de Wiel
5
+ PDF Chat Bayesian Structure Learning in Sparse Gaussian Graphical Models 2015 Reza Mohammadi
Ernst C. Wit
4
+ PDF Chat The positive false discovery rate: a Bayesian interpretation and the q-value 2003 John D. Storey
4
+ PDF Chat Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective 2015 P. Richard Hahn
Carlos M. Carvalho
4
+ PDF Chat The horseshoe estimator: Posterior concentration around nearly black vectors 2014 Stéphanie van der Pas
B. J. K. Kleijn
Aad van der Vaart
4
+ Constructing exact significance tests with restricted randomization rules 1988 Cyrus R. Mehta
Nitin R. Patel
L. J. Wei
4
+ Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices 2008 David I. Warton
4
+ PDF Chat Selection and estimation for mixed graphical models 2014 Shuai Chen
Daniela Witten
Ali Shojaie
4
+ PDF Chat Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes 2019 Britta Velten
Wolfgang Huber
4
+ PDF Chat A well-conditioned estimator for large-dimensional covariance matrices 2003 Olivier Ledoit
Michael Wolf
4
+ High-dimensional graphs and variable selection with the Lasso 2006 Nicolai Meinshausen
Peter Bühlmann
4
+ Graphical Models in Applied Multivariate Statistics 1991 Colin Goodall
Joe Whittaker
4
+ Empirical Bayesian Estimators for a Poisson Process Propagated in Time 1999 S.H. Heisterkam
Hans C. van Houwelingen
Angela M. Downs
4
+ Adaptive Lasso for sparse high-dimensional regression models 2008 Jian Huang
Shuangge Ma
Cun Hui Zhang
4