Optimality of Graphlet Screening in High Dimensional Variable Selection

zbMath1319.62139arXiv1204.6452MaRDI QIDQ2934100

Cun-Hui Zhang, Qi Zhang, Jiashun Jin

Publication date: 8 December 2014

Full work available at URL: https://arxiv.org/abs/1204.6452

zbMATH Keywords

Hamming distancephase diagramsparsityscreen and cleanasymptotic minimaxitygraph of least favorables (GOLF)graph of strong dependence (GOSD)rare and weak signal modelgraphlet screening (GS)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (12)

Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems ⋮ Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail ⋮ Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses ⋮ Which bridge estimator is the best for variable selection? ⋮ Estimation and variable selection with exponential weights ⋮ Covariance-insured screening ⋮ Covariate assisted screening and estimation ⋮ Feature Screening for Network Autoregression Model ⋮ Nonparametric independence feature screening for ultrahigh-dimensional survival data ⋮ Variable selection with Hamming loss ⋮ Statistical limits of sparse mixture detection ⋮ Higher criticism for large-scale inference, especially for rare and weak effects

Uses Software

• Matlab
• R
• CRAN
• glmnet
• ScreenClean
• Algorithm 447

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