Distributed variable screening for generalized linear models
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Cites work
- scientific article; zbMATH DE number 7415090 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A review of distributed statistical inference
- A split-and-conquer approach for analysis of
- Communication-efficient distributed statistical inference
- Complexity of unconstrained \(L_2 - L_p\) minimization
- Distributed feature screening via componentwise debiasing
- Extended BIC for small-n-large-P sparse GLM
- Feature screening in ultrahigh dimensional Cox's model
- Feature screening via distance correlation learning
- Forward regression for ultra-high dimensional variable screening
- Model-free feature screening for ultrahigh-dimensional data
- Model-free forward screening via cumulative divergence
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse Approximate Solutions to Linear Systems
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparse MLE for ultrahigh-dimensional feature screening
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