Data-driven random projection and screening for high-dimensional generalized linear models
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Cites work
- Bayesian compressed regression
- Boosting as a regularized path to a maximum margin classifier
- Canonical thresholding for nonsparse high-dimensional linear regression
- Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
- Detecting Deviating Data Cells
- High dimensional ordinary least squares projection for screening variables
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Low rank approximation and regression in input sparsity time
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Random-projection ensemble classification. (With discussion).
- Regularization and Variable Selection Via the Elastic Net
- Sufficient variable screening with high-dimensional controls
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Targeted random projection for prediction from high-dimensional features
- The Adaptive Lasso and Its Oracle Properties
- The fused Kolmogorov filter: a nonparametric model-free screening method
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- The optimal ridge penalty for real-world high-dimensional data can be zero or negative due to the implicit ridge regularization
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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