Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
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Cites work
- Adaptive conditional feature screening
- Bayesian variable selection regression of multivariate responses for group data
- Conditional sure independence screening by conditional marginal empirical likelihood
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- scientific article; zbMATH DE number 1963107 (Why is no real title available?)
- Marginal empirical likelihood and sure independence feature screening
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening via favored smoothing bandwidth
- Regularized quantile regression and robust feature screening for single index models
- Robust model-free feature screening via quantile correlation
- Robust rank correlation based screening
- Shrinkage estimation of the varying coefficient model
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The fused Kolmogorov filter: a nonparametric model-free screening method
- The sparse MLE for ultrahigh-dimensional feature screening
- Ultrahigh dimensional feature screening via projection
- Variable selection in nonparametric additive models
Cited in
(19)- Conditional feature screening for mean and variance functions in models with multiple-index structure
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Efficient feature screening for ultrahigh-dimensional varying coefficient models
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
- Interaction pursuit in high-dimensional multi-response regression via distance correlation
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- Interaction screening via canonical correlation
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- On Sure Screening with Multiple Responses
- Feature screening in ultrahigh-dimensional generalized varying-coefficient models
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
- Partial correlation screening for varying coefficient models
- Feature Screening with Latent Responses
- Conditional characteristic feature screening for massive imbalanced data
- Iterative sequential screening strategies for sparse recovery with computational advantages
- Partition-based feature screening for categorical data via RKHS embeddings
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