Greedy forward regression for variable screening
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Cites work
- Adaptive Lasso for sparse high-dimensional regression models
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Asymptotics for Lasso-type estimators.
- Consistent model selection for marginal generalized additive model for correlated data
- Decoding by Linear Programming
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Extended Bayesian information criteria for model selection with large model spaces
- 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 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Impacts of high dimensionality in finite samples
- Innovated interaction screening for high-dimensional nonlinear classification
- Model-free feature screening for ultrahigh-dimensional data
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On the adaptive elastic net with a diverging number of parameters
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularization and Variable Selection Via the Elastic Net
- Robust rank correlation based screening
- Simultaneous analysis of Lasso and Dantzig selector
- Smoothly clipped absolute deviation on high dimensions
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in linear mixed effects models
- Variable selection in nonparametric additive models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(15)- Variable screening for high dimensional time series
- Forward regression for Cox models with high-dimensional covariates
- Fast stepwise regression based on multidimensional indexes
- Forward regression for ultra-high dimensional variable screening
- Profile greedy forward regression variable screening for ultra-high dimensional partially linear model
- Variable screening with multiple studies
- Fast and approximate exhaustive variable selection for generalised linear models with APES
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Model-free forward screening via cumulative divergence
- Forward selection for feature screening and structure identification in varying coefficient models
- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
- Calibrated Equilibrium Estimation and Double Selection for High-dimensional Partially Linear Measurement Error Models
- Nonparametric screening for additive quantile regression in ultra-high dimension
- Variable selection after screening: with or without data splitting?
- Simplified R-vine based forward regression
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