Yuya Suzuki

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All published works

Action	Title	Year	Authors
+	An ℓ2,0-norm constrained matrix optimization via extended discrete ﬁrst-order algorithms	2023	Ryoya Oda Mineaki Ohishi Yuya Suzuki Hirokazu Yanagihara
+	A consistent variable selection method in high-dimensional canonical discriminant analysis	2019	Ryoya Oda Yuya Suzuki Hirokazu Yanagihara Yasunori Fujikoshi

Common Coauthors

Coauthor	Papers Together
Ryoya Oda	2
Hirokazu Yanagihara	2
Mineaki Ohishi	1
Yasunori Fujikoshi	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables	2020	Ryoya Oda Hirokazu Yanagihara	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	A criterion for variable selection in multiple discriminant analysis	1983	Yasunori Fujikoshi	1
+ PDF Chat	A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant	2012	Jianqing Fan Yang Feng Xin Tong	1
+	Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality	2015	Keisuke Fukui	1
+	On detection of the number of signals in presence of white noise	1986	L.C. Zhao P. R. Krishnaiah Zhidong Bai	1
+	TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS	1948	C. Radhakrishna Rao	1
+	A test for additional information in canonical correlation analysis	1982	Yasunori Fujikoshi	1
+	Bias-corrected AIC for selecting variables in multinomial logistic regression models	2012	Hirokazu Yanagihara Ken‐ichi Kamo Shinpei Imori Kenichi Satoh	1
+	Gradient methods for minimizing composite functions	2012	Yu. Nesterov	1
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike	1
+	Corrected version of AIC for selecting multivariate normal linear regression models in a general nonnormal case	2005	Hirokazu Yanagihara	1
+	Selection of Variables in Multivariate Regression Models for Large Dimensions	2012	Tatsuya Kubokawa Muni S. Srivastava	1
+ PDF Chat	Conditions for Consistency of a Log-Likelihood-Based Information Criterion in Normal Multivariate Linear Regression Models under the Violation of the Normality Assumption	2015	Hirokazu Yanagihara	1
+ PDF Chat	Support union recovery in high-dimensional multivariate regression	2010	Guillaume Obozinski Martin J. Wainwright Michael I. Jordan	1
+ PDF Chat	A direct approach to sparse discriminant analysis in ultra-high dimensions	2012	Qun Mai Hui Zou Ming Yuan	1
+	Robust rank screening for ultrahigh dimensional discriminant analysis	2016	Guosheng Cheng Xingxiang Li Peng Lai Fengli Song Jun Yu	1
+	High-dimensional consistency of rank estimation criteria in multivariate linear model	2016	Yasunori Fujikoshi Tetsuro Sakurai	1
+	DC formulations and algorithms for sparse optimization problems	2017	Jun‐ya Gotoh Akiko Takeda Katsuya Tono	1
+	Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression	2018	Zhidong Bai Yasunori Fujikoshi Jiang Hu	1
+	Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis	2019	Yasunori Fujikoshi Tetsuro Sakurai	1
+	Best subset selection via a modern optimization lens	2016	Dimitris Bertsimas Angela King Rahul Mazumder	1
+ PDF Chat	Multiclass Sparse Discriminant Analysis	2017	Hui Zou Qing Mai Yi Yang	1
+ PDF Chat	Simultaneous Sparse Estimation of Canonical Vectors in the <i>p</i> ≫ <i>N</i> Setting	2015	Irina Gaynanova James G. Booth Martin T. Wells	1
+	Linear Statistical Inference and its Applications.	1974	P. Sprent C. Radhakrishna Rao	1
+	The Determination of the Order of an Autoregression	1979	E. J. Hannan Barry G. Quinn	1
+	Matrix Algebra From a Statistician’s Perspective	1997	David A. Harville	1
+	Strong consistency of the information criterion for model selection in multivariate analysis	1988	Ryuei Nishii Zhidong Bai P. R. Krishnaiah	1