Covariance-insured screening

DOI10.1016/J.CSDA.2018.09.001OpenAlexW2963912472WikidataQ92425978 ScholiaQ92425978MaRDI QIDQ1727857

Ji Zhu, Yi Li, Jian Kang, Huazhen Lin, Yanming Li, Han Xu, Hyokyoung Grace Hong, Kevin X. He

Publication date: 21 February 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.06595

zbMATH Keywords

high-dimensional datavariable selectiondimensionality reductioncovariance-insured screening

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (4)

Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data ⋮ Block-diagonal precision matrix regularization for ultra-high dimensional data ⋮ Mediation analysis for high-dimensional mediators and outcomes with an application to multimodal imaging data ⋮ Special issue on biostatistics

Uses Software

• igraph
• ScreenClean
• ppcor

Cites Work

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• Partial Correlation Estimation by Joint Sparse Regression Models
• Generalized Thresholding of Large Covariance Matrices
• High Dimensional Ordinary Least Squares Projection for Screening Variables

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