Better Subset Regression Using the Nonnegative Garrote

DOI10.2307/1269730MaRDI QIDQ3125436zbMATH OpenOpenAlexWikidataFDO

Authors Leo Breiman

Publication date 28 May 1997

Full work available at URL https://doi.org/10.2307/1269730

zbMATH Keywords

little bootstrapmodel errornonnegative garroteprediction errorridge regressionsimulation resultsstabilitysubset regressionsubset selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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• A unified approach to model selection and sparse recovery using regularized least squares
• Local partial-likelihood estimation for lifetime data
• A simple measure of conditional dependence
• Heuristics of instability and stabilization in model selection
• Sparse estimation of Cox proportional hazards models via approximated information criteria
• Minimax estimation in linear regression under restrictions
• Fast Bayesian model assessment for nonparametric additive regression
• Hierarchically penalized quantile regression with multiple responses
• A sequential test for variable selection in high dimensional complex data
• Robust nonnegative garrote variable selection in linear regression
• Bayesian variable selection with strong heredity constraints
• Variable selection and parameter estimation with the Atan regularization method
• Bayesian model selection in ordinal quantile regression
• Robust groupwise least angle regression
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
• Quantile regression for robust inference on varying coefficient partially nonlinear models
• Nonlinear GCV and quasi-GCV for shrinkage models
• Variable selection for structural equation with endogeneity
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• Quantile regression under local misspecification
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• Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
• A discussion on practical considerations with sparse regression methodologies
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• Robust distributed modal regression for massive data
• Sparse and efficient estimation for partial spline models with increasing dimension
• Statistical inference for partially linear regression models with measurement errors
• Sparse dimension reduction for survival data
• SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso
• Single-index modal regression via outer product gradients
• ROS regression: integrating regularization with optimal scaling regression
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• An active set Barzilar-Borwein algorithm for \(l_0\) regularized optimization
• The parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems
• Feature selection method based on partial least squares and analysis of traditional Chinese medicine data
• Robust check loss-based inference of semiparametric models and its application in environmental data
• Low rank prior and total variation regularization for image deblurring
• A descent method for least absolute deviation Lasso problems
• Structured variable selection in support vector machines
• Regressor and structure selection in NARX models using a structured ANOVA approach
• Variable selection via combined penalization for high-dimensional data analysis
• Sparse CCA using a lasso with positivity constraints
• Bayesian projection approaches to variable selection in generalized linear models
• Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding
• The adaptive L1-penalized LAD regression for partially linear single-index models
• Pathwise coordinate optimization
• Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence
• Walsh-average based variable selection for varying coefficient models
• A new variable selection approach for varying coefficient models
• Interquantile shrinkage in spatial additive autoregressive models
• Recovery of partly sparse and dense signals
• Least squares model averaging for two non-nested linear models
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
• Powerful tests for detecting a gene effect in the presence of possible gene-gene interactions using garrote kernel machines
• Multiple loci mapping via model-free variable selection
• Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
• Sir Clive W. J. Granger model selection
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• Minimizing variable selection criteria by Markov chain Monte Carlo
• Neighborhood search heuristics for selecting hierarchically well-formulated subsets in polynomial regression
• Covariate Selection for Linear Errors-in-Variables Regression Models
• Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
• DASSO: Connections Between the Dantzig Selector and Lasso
• Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
• ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS
• Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method

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