Group screening for ultra-high-dimensional feature under linear model

DOI10.1080/24754269.2019.1633763OpenAlexW2955526942WikidataQ127555109 ScholiaQ127555109MaRDI QIDQ5880025

Huapeng Li, Ri-quan Zhang, Ji-cai Liu, Yong Niu

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2019.1633763

zbMATH Keywords

linear modelsure screening propertygroup screeningultra-high-dimensional

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Statistics (62-XX)

Related Items (3)

Grouped feature screening for ultra-high dimensional data for the classification model ⋮ Projection quantile correlation and its use in high-dimensional grouped variable screening ⋮ A model-free conditional screening approach via sufficient dimension reduction

Uses Software

• gglasso

Cites Work

• Penalized methods for bi-level variable selection
• Sure independence screening in generalized linear models with NP-dimensionality
• Consistent group selection in high-dimensional linear regression
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• The composite absolute penalties family for grouped and hierarchical variable selection
• Weak convergence and empirical processes. With applications to statistics
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Forward Regression for Ultra-High Dimensional Variable Screening
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• A group bridge approach for variable selection
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Feature Screening via Distance Correlation Learning
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
• An iterative approach to distance correlation-based sure independence screening
• Model Selection and Estimation in Regression with Grouped Variables
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• A fast unified algorithm for solving group-lasso penalize learning problems

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