A General Framework of Nonparametric Feature Selection in High-Dimensional Data (Q6079788): Difference between revisions

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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Variable selection in nonparametric additive models
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+Robust rank correlation based screening
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+Component selection and smoothing in multivariate nonparametric regression
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+Nonparametric sparsity and regularization
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+Variable Selection in Nonparametric Classification Via Measurement Error Model Selection Likelihoods
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+Coordinate descent algorithms
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+Automatic structure recovery for additive models
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+High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
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+Nearly unbiased variable selection under minimax concave penalty
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