Additive model selection
From MaRDI portal
Recommendations
- Model selection and estimation of a component in additive regression
- Component selection in the additive regression model
- Consistent variable selection in additive models
- Parsimonious additive models
- Model selection in generalised structured additive regression models.
- Variable selection in nonparametric additive models
- Selective inference for additive and linear mixed models
- Nonparametric variable selection and its application to additive models
- Variable selection for additive model via cumulative ratios of empirical strengths total
- Multiple additive models
Cites work
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 3491650 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A fast unified algorithm for solving group-lasso penalize learning problems
- A practical guide to splines.
- A selective review of group selection in high-dimensional models
- A simple smooth backfitting method for additive models
- A simple test for random effects in regression models
- Better Subset Regression Using the Nonnegative Garrote
- Component selection and smoothing in multivariate nonparametric regression
- Component selection in the additive regression model
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Consistent variable selection in additive models
- Consistent variable selection in high dimensional regression via multiple testing
- Direct simultaneous inference in additive models and its application to model undernutrition
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
- Generalized additive models. An introduction with R.
- Group-Lasso on Splines for Spectrum Cartography
- High-dimensional additive modeling
- High-dimensional generalized linear models and the lasso
- Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
- Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
- Least squares after model selection in high-dimensional sparse models
- Model Selection and Estimation in Regression with Grouped Variables
- Nonparametric Inferences for Additive Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
- Objective Bayesian Variable Selection
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the Non-Negative Garrotte Estimator
- On the conditions used to prove oracle results for the Lasso
- Optimal estimation in additive regression models
- Parsimonious additive models
- Penalized methods for bi-level variable selection
- Practical variable selection for generalized additive models
- Regularization of Wavelet Approximations
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Simultaneous analysis of Lasso and Dantzig selector
- Solutions of differential equations in a Bernstein polynomial basis
- Sparse additive models
- Sparsity in multiple kernel learning
- Sparsity oracle inequalities for the Lasso
- Standardization and the group lasso penalty
- Statistical significance in high-dimensional linear models
- Statistics for high-dimensional data. Methods, theory and applications.
- Surface estimation, variable selection, and the nonparametric oracle property
- The composite absolute penalties family for grouped and hierarchical variable selection
- The control of the false discovery rate in multiple testing under dependency.
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for sparse high-dimensional nonlinear regression models by combining nonnegative garrote and sure independence screening
- Variable selection in nonparametric additive models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
Cited in
(10)- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
- Sparse additive models
- A sequential approach to feature selection in high-dimensional additive models
- Variable selection for additive model via cumulative ratios of empirical strengths total
- Robust variable selection in high-dimensional nonparametric additive model
- Wavelet-based robust estimation and variable selection in nonparametric additive models
- High-dimensional additive modeling
- Automatic component selection in additive modeling of French national electricity load forecasting
- Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions
- Automatic structure recovery for additive models
This page was built for publication: Additive model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q513754)
