Grouped variable screening for ultra-high dimensional data for linear model

DOI10.1016/J.CSDA.2019.106894MaRDI QIDQ2291335zbMATH OpenOpenAlexWikidataFDO

Authors Debin Qiu, Jeongyoun Ahn

Publication date 30 January 2020

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2019.106894

zbMATH Keywords

SISmulticollinearitysure screening propertysparse regressiongrouped variable screeningHOLP

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• A group bridge approach for variable selection
• An iterative approach to distance correlation-based sure independence screening
• Feature screening via distance correlation learning
• Forward regression for ultra-high dimensional variable screening
• Group variable selection via a hierarchical lasso and its oracle property
• High dimensional ordinary least squares projection for screening variables
• Interaction screening for ultrahigh-dimensional data
• Measuring and testing dependence by correlation of distances
• Model Selection and Estimation in Regression with Grouped Variables
• Model-free feature screening for ultrahigh-dimensional data
• Nonparametric feature screening
• Penalized methods for bi-level variable selection
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The group exponential Lasso for bi-level variable selection
• The sparse MLE for ultrahigh-dimensional feature screening

Cited in

(8)

• Discussion of: ``Grouping strategies and thresholding for high dimension linear models
• The Kendall interaction filter for variable interaction screening in high dimensional classification problems
• Projection quantile correlation and its use in high-dimensional grouped variable screening
• Robust group variable screening based on maximum Lq-likelihood estimation
• Grouped feature screening for ultra-high dimensional data for the classification model
• Semi-Distance Correlation and Its Applications
• scientific article; zbMATH DE number 7295357 (Why is no real title available?)
• Consistent group selection in high-dimensional linear regression

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