A general framework for tensor screening through smoothing
From MaRDI portal
Recommendations
- On Generalized Cross Validation for Tensor Smoothing Splines
- Smoothed analysis for tensor methods in unsupervised learning
- Smoothed analysis of tensor decompositions
- Multidimensional filtering based on a tensor approach
- An optimal statistical and computational framework for generalized tensor estimation
- Smooth PARAFAC Decomposition for Tensor Completion
- Low‐Rank Scale‐Invariant Tensor Product Smooths for Generalized Additive Mixed Models
- A new smoothing spectral conjugate gradient method for solving tensor complementarity problems
- Low-rank tensor completion via smooth matrix factorization
Cites work
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A direct estimation approach to sparse linear discriminant analysis
- A road to classification in high dimensional space: the regularized optimal affine discriminant
- Convex regularization for high-dimensional multiresponse tensor regression
- Covariance-enhanced discriminant analysis
- Covariate-adjusted tensor classification in high dimensions
- Dynamic tensor clustering
- Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models
- Feature screening via distance correlation learning
- High-dimensional classification using features annealed independence rules
- High-dimensional statistics. A non-asymptotic viewpoint
- L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Marginal empirical likelihood and sure independence feature screening
- Measuring and testing dependence by correlation of distances
- Model-free feature screening for ultrahigh-dimensional data
- Multiclass sparse discriminant analysis
- Multilinear tensor regression for longitudinal relational data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On Tensors, Sparsity, and Nonnegative Factorizations
- On dimension folding of matrix- or array-valued statistical objects
- Optimal sparse singular value decomposition for high-dimensional high-order data
- Penalized classification using Fisher's linear discriminant
- Properties and refinements of the fused Lasso
- Provable sparse tensor decomposition
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- STORE: sparse tensor response regression and neuroimaging analysis
- Scan clustering: A false discovery approach
- Sparse linear discriminant analysis by thresholding for high dimensional data
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Tensor Decompositions and Applications
- Tensor Regression with Applications in Neuroimaging Data Analysis
- Tensor-on-Tensor Regression
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Ultrahigh dimensional feature selection: beyond the linear model
This page was built for publication: A general framework for tensor screening through smoothing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2136613)