Sparse Additive Models
From MaRDI portal
Publication:4632616
DOI10.1111/J.1467-9868.2009.00718.XzbMath1411.62107arXiv0711.4555OpenAlexW2593996946MaRDI QIDQ4632616
Pradeep Ravikumar, Han Liu, John D. Lafferty, Larry Alan Wasserman
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.4555
Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)
Related Items (only showing first 100 items - show all)
AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories ⋮ Statistical inference in sparse high-dimensional additive models ⋮ Interquantile shrinkage and variable selection in quantile regression ⋮ P-splines with an \(\ell_1\) penalty for repeated measures ⋮ Penalized likelihood and Bayesian function selection in regression models ⋮ Fast Bayesian model assessment for nonparametric additive regression ⋮ Additive regression splines with total variation and non negative garrote penalties ⋮ Monotone splines Lasso ⋮ Variable selection in multivariate linear models for functional data via sparse regularization ⋮ RCV-based error density estimation in the ultrahigh dimensional additive model ⋮ Improved Estimation of High-dimensional Additive Models Using Subspace Learning ⋮ Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Logitboost autoregressive networks ⋮ Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models ⋮ Bayesian Neural Networks for Selection of Drug Sensitive Genes ⋮ Structured variable selection via prior-induced hierarchical penalty functions ⋮ Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure ⋮ Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines ⋮ Sparse group lasso for multiclass functional logistic regression models ⋮ Sure independence screening for analyzing supersaturated designs ⋮ A unified penalized method for sparse additive quantile models: an RKHS approach ⋮ Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory ⋮ Frequentist Model Averaging for the Nonparametric Additive Model ⋮ PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting ⋮ Grouped variable selection with discrete optimization: computational and statistical perspectives ⋮ Estimation of nonparanormal graphical models based on ranked set sampling (RSS) ⋮ Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection ⋮ A selective overview of feature screening for ultrahigh-dimensional data ⋮ Nonparametric Functional Graphical Modeling Through Functional Additive Regression Operator ⋮ Functional additive models for optimizing individualized treatment rules ⋮ Variable Selection Via Thompson Sampling ⋮ Ultrahigh dimensional feature screening for additive model with multivariate response ⋮ A sparse additive model for high-dimensional interactions with an exposure variable ⋮ Unnamed Item ⋮ GRID: a variable selection and structure discovery method for high dimensional nonparametric regression ⋮ Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property ⋮ Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates ⋮ Error analysis for coefficient-based regularized regression in additive models ⋮ Unnamed Item ⋮ Autoregressive process modeling via the Lasso procedure ⋮ Metamodel construction for sensitivity analysis ⋮ Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models ⋮ Semiparametric regression models with additive nonparametric components and high dimensional parametric components ⋮ Unnamed Item ⋮ A Model-free Variable Screening Method Based on Leverage Score ⋮ Refined Generalization Bounds of Gradient Learning over Reproducing Kernel Hilbert Spaces ⋮ Regression with stagewise minimization on risk function ⋮ Improving the prediction performance of the Lasso by subtracting the additive structural noises ⋮ Consistent group selection with Bayesian high dimensional modeling ⋮ Functional Horseshoe Priors for Subspace Shrinkage ⋮ Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model ⋮ Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality ⋮ Testing if a nonlinear system is additive or not ⋮ RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs ⋮ Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions ⋮ Estimation of undirected graph with finite mixture of nonparanormal distribution ⋮ A sequential approach to feature selection in high-dimensional additive models ⋮ Additive model selection ⋮ Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space ⋮ Empirical Bayes oracle uncertainty quantification for regression ⋮ Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates ⋮ Variable selection for fixed effects varying coefficient models ⋮ Learning general sparse additive models from point queries in high dimensions ⋮ Rank reduction for high-dimensional generalized additive models ⋮ Distribution-Free Predictive Inference For Regression ⋮ Kernel Knockoffs Selection for Nonparametric Additive Models ⋮ Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors ⋮ Error Variance Estimation in Ultrahigh-Dimensional Additive Models ⋮ Additive models with trend filtering ⋮ A simple measure of conditional dependence ⋮ Bayesian quantile regression for partially linear additive models ⋮ Generalized varying index coefficient models ⋮ A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models ⋮ Flexible and Interpretable Models for Survival Data ⋮ Feature screening in ultrahigh-dimensional additive Cox model ⋮ Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments ⋮ Continuously dynamic additive models for functional data ⋮ Bayesian Regression Trees for High-Dimensional Prediction and Variable Selection ⋮ Learning non-parametric basis independent models from point queries via low-rank methods ⋮ Global sensitivity analysis with dependence measures ⋮ Bayesian Additive Machine: classification with a semiparametric discriminant function ⋮ High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso ⋮ ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Partially Linear Functional Additive Models for Multivariate Functional Data ⋮ Sure independence screening in ultrahigh dimensional generalized additive models ⋮ Interpretable machine learning: fundamental principles and 10 grand challenges ⋮ Sparse additive machine with ramp loss ⋮ Nonparametric variable screening for multivariate additive models ⋮ Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression ⋮ Doubly penalized estimation in additive regression with high-dimensional data ⋮ Copulas in Machine Learning ⋮ Two stage smoothing in additive models with missing covariates ⋮ Generalization bounds for sparse random feature expansions ⋮ Nonparametric and high-dimensional functional graphical models ⋮ High dimensional single index models ⋮ Univariate measurement error selection likelihood for variable selection of additive model ⋮ Semiparametric model averaging method for survival probability predictions of patients
This page was built for publication: Sparse Additive Models
