An ensemble learning method for variable selection: application to high-dimensional data and missing values (Q5055250): Difference between revisions

Latest revision as of 03:21, 31 July 2024

scientific article; zbMATH DE number 7632298

Language	Label	Description	Also known as
English	An ensemble learning method for variable selection: application to high-dimensional data and missing values	scientific article; zbMATH DE number 7632298

Statements

instance of

scholarly article

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title

An ensemble learning method for variable selection: application to high-dimensional data and missing values (English)

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DOI

10.1080/00949655.2022.2070621

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Journal of Statistical Computation and Simulation

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publication date

13 December 2022

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full work available at URL

https://arxiv.org/abs/1808.06952

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Mathematics Subject Classification ID

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ensemble method

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high-dimensional data

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linear regression

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missing data

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variable selection

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describes a project that uses

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MaRDI publication profile

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Controlling the false discovery rate via knockoffs

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A knockoff filter for high-dimensional selective inference

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Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis

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Heuristics of instability and stabilization in model selection

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Stability Selection

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High-dimensional variable selection

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Q4246485

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Q4779059

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Variable selection techniques after multiple imputation in high-dimensional data

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Multiple imputation for continuous variables using a Bayesian principal component analysis

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Random forests

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Attribute bagging: Improving accuracy of classifier ensembles by using random feature subsets.

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The random projection method in goodness of fit for functional data

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Missing values: sparse inverse covariance estimation and an extension to sparse regression

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High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity

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Prediction with missing data via Bayesian Additive Regression Trees

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Variable selection and prediction with incomplete high-dimensional data

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Flexible Imputation of Missing Data, Second Edition

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The revisited knockoffs method for variable selection in <i>L</i><sub>1</sub>-penalized regressions

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Q4139463

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Sparse least trimmed squares regression for analyzing high-dimensional large data sets

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Sitelinks

Mathematics(1 entry)

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+Multiple imputation for continuous variables using a Bayesian principal component analysis
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+High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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+Prediction with missing data via Bayesian Additive Regression Trees
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+Variable selection and prediction with incomplete high-dimensional data
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+Flexible Imputation of Missing Data, Second Edition
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