Additive model selection (Q513754)

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Language	Label	Description	Also known as
English	Additive model selection	scientific article

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scholarly article

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Additive model selection (English)

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zbMATH Open document ID

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10.1007/s10260-016-0357-8

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Anestis Antoniadis

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Statistical Methods and Applications

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publication date

7 March 2017

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

additive models

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dimension reduction

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penalization

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hypothesis test

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backfitting

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10260-016-0357-8

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Regularization of Wavelet Approximations

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Parsimonious additive models

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Group-Lasso on Splines for Spectrum Cartography

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Least squares after model selection in high-dimensional sparse models

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The control of the false discovery rate in multiple testing under dependency.

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Solutions of differential equations in a Bernstein polynomial basis

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Simultaneous analysis of Lasso and Dantzig selector

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Penalized methods for bi-level variable selection

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Estimating Optimal Transformations for Multiple Regression and Correlation

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Better Subset Regression Using the Nonnegative Garrote

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Statistical significance in high-dimensional linear models

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Statistics for high-dimensional data. Methods, theory and applications.

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Consistent variable selection in high dimensional regression via multiple testing

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Sparsity oracle inequalities for the Lasso

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Objective Bayesian Variable Selection

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Component Selection in the Additive Regression Model

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A practical guide to splines.

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Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Nonparametric Inferences for Additive Models

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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Optimal estimation in additive regression models

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A selective review of group selection in high-dimensional models

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Variable selection in nonparametric additive models

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Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory

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IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE

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Sparsity in multiple kernel learning

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Component selection and smoothing in multivariate nonparametric regression

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A simple smooth backfitting method for additive models

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Practical variable selection for generalized additive models

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High-dimensional additive modeling

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Sparse Additive Models

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Standardization and the Group Lasso Penalty

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Surface estimation, variable selection, and the nonparametric oracle property

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Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness

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Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting

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High-dimensional generalized linear models and the lasso

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On the conditions used to prove oracle results for the Lasso

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES

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Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements

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Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition

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Variable selection for sparse high-dimensional nonlinear regression models by combining nonnegative garrote and sure independence screening

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A simple test for random effects in regression models

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A fast unified algorithm for solving group-lasso penalize learning problems

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Model Selection and Estimation in Regression with Grouped Variables

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On the Non-Negative Garrotte Estimator

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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The composite absolute penalties family for grouped and hierarchical variable selection

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Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models

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Mathematics(1 entry)

mardi Publication:513754

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