Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
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Cites work
- A comparison of the Lasso and marginal regression
- A selective overview of feature screening for ultrahigh-dimensional data
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A well-conditioned estimator for large-dimensional covariance matrices
- An iterative approach to distance correlation-based sure independence screening
- Comment
- Covariate assisted screening and estimation
- Covariate information matrix for sufficient dimension reduction
- Error variance estimation in ultrahigh-dimensional additive models
- Exact and Stable Covariance Estimation From Quadratic Sampling via Convex Programming
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more
- High dimensional ordinary least squares projection for screening variables
- High-dimensional classification using features annealed independence rules
- High-dimensional variable selection
- scientific article; zbMATH DE number 46835 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Optimality of Graphlet Screening in High Dimensional Variable Selection
- Projection pursuit via white noise matrices
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Regularization and Variable Selection Via the Elastic Net
- Regularized estimation of large covariance matrices
- Sliced Inverse Regression for Dimension Reduction
- Sliced Regression for Dimension Reduction
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Ultrahigh dimensional feature selection: beyond the linear model
- UPS delivers optimal phase diagram in high-dimensional variable selection
- Variable selection in nonparametric additive models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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