Efficient kernel-based variable selection with sparsistency
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- 10.1162/153244303321897690
- Automatic structure recovery for additive models
- Component selection and smoothing in multivariate nonparametric regression
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- Contour regression: a general approach to dimension reduction
- Controlling the false discovery rate via knockoffs
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- Feature elimination in kernel machines in moderately high dimensions
- Forward regression for ultra-high dimensional variable screening
- Gradient-based kernel dimension reduction for regression
- Group regularized estimation under structural hierarchy
- High dimensional ordinary least squares projection for screening variables
- Interaction pursuit in high-dimensional multi-response regression via distance correlation
- Interaction screening for ultrahigh-dimensional data
- Learning theory estimates via integral operators and their approximations
- Likelihood-based selection and sharp parameter estimation
- Measuring and testing dependence by correlation of distances
- Model selection for high-dimensional quadratic regression via regularization
- Model-free variable selection in reproducing kernel Hilbert space
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric sparsity and regularization
- On constrained and regularized high-dimensional regression
- On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Randomized sketches for kernels: fast and optimal nonparametric regression
- Regularization in kernel learning
- Shannon sampling. II: Connections to learning theory
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- Support Vector Machines
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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- Variable selection in nonparametric classification via measurement error model selection likelihoods
- Variable selection using adaptive nonlinear interaction structures in high dimensions
- Variable selection with the strong heredity constraint and its oracle property
Cited in
(9)- Nonparametric augmented probability weighting with sparsity
- Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
- Gradient-based kernel variable selection for support vector hazards machine
- scientific article; zbMATH DE number 7329270 (Why is no real title available?)
- Structure learning via unstructured kernel-based M-estimation
- Robust partially linear trend filtering for regression estimation and structure discovery
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- Discovering model structure for partially linear models
- Efficient learning of nonparametric directed acyclic graph with statistical guarantee
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